hi,
it does help a lot!!!
thank you so much
Search found 3 matches
- Sun Apr 05, 2015 7:55 am
- Forum: Programming
- Topic: rolling windows covariance matrix
- Replies: 9
- Views: 17509
- Wed Apr 01, 2015 2:25 am
- Forum: Programming
- Topic: rolling windows covariance matrix
- Replies: 9
- Views: 17509
Re: rolling windows covariance matrix
hi ~
i have 50 stocks from 2003 to 2014 monthly data, totally 138 months
And i wish to have 60-month rolling windows size
thank you so much !!!
i have 50 stocks from 2003 to 2014 monthly data, totally 138 months
And i wish to have 60-month rolling windows size
thank you so much !!!
- Tue Mar 31, 2015 10:14 pm
- Forum: Programming
- Topic: rolling windows covariance matrix
- Replies: 9
- Views: 17509
rolling windows covariance matrix
hi, i am trying to do rolling windows of covariance matrix
however, there seems to be only covariance matrix work....
and i have no idea about how to program rolling windows of covariance in the eviews..
does this work in the eviews?
thanks a lot
however, there seems to be only covariance matrix work....
and i have no idea about how to program rolling windows of covariance in the eviews..
does this work in the eviews?
thanks a lot