Search found 3 matches

by fiyalee
Sun Apr 05, 2015 7:55 am
Forum: Programming
Topic: rolling windows covariance matrix
Replies: 9
Views: 2275

Re: rolling windows covariance matrix

hi,
it does help a lot!!!
thank you so much :D
by fiyalee
Wed Apr 01, 2015 2:25 am
Forum: Programming
Topic: rolling windows covariance matrix
Replies: 9
Views: 2275

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 !!!
by fiyalee
Tue Mar 31, 2015 10:14 pm
Forum: Programming
Topic: rolling windows covariance matrix
Replies: 9
Views: 2275

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 :)

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