Calculate the average % two stocks are correlated

1 Sep 2011

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I am trying to calculate the average % two stock prices are correlated. I am a new to matlab and am wondering what would be the best function to use?

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Afficher -1 commentaires plus anciens Masquer -1 commentaires plus anciens

CR le 4 Sep 2011

Questions are not duplicated. One is to test for cointegration and the other is to test for correlation.

David Young le 1 Sep 2011

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corrcoeff, perhaps, if you don't want to introduce the possibility of time lags between the stock price sequences.

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