Spyridon Kariofylis

Last seen: mehr als 4 Jahre vor | Aktiv seit 2020

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Error using mvregress : Covariance is not positive-definite. AND Error in varm/estimate : sigma(solve,solve), logL] = mvregress(D, R, 'covtype' , 'full' , 'varformat', 'beta' , ...
Hello there I am trying to calculate the betas and alphas from the CAPM model, for 62 stocks, using a var model but i get this ...

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Creating a fucntion that takes as input multible csv files and converts them into arrays
So i am creating a program for financial analysis, and i want to extend my analysis for more stocks. The following code describe...

mehr als 4 Jahre vor | 1 Antwort | 0

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