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Emily Read


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Question


Split data into quintiles
Good afternoon I recently wrote a code (bottom of this question) for splitting a time series of return data (a different column...

plus de 6 ans il y a | 1 réponse | 0

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réponse

Question


Sort returns into quintiles rebalance monthly not enough input arguments
Hello everyone I want to sort some return data (matrix of 4280 rows, 7380 columns from 1996 to 2012) into quintiles at the star...

plus de 6 ans il y a | 1 réponse | 0

1

réponse

Question


Multivariate regression betas stock returns
I have a matrix of stock returns, 4280 (rows) by 7379 (columns). I need to regress the 1st to 15th cell in column 3 (1,3) again...

plus de 6 ans il y a | 2 réponses | 0

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Question


Rolling multivariate regression 'for' loop
I am analysing stock returns from the CRSP database from 1996 to 2012, making a matrix of 4280 dates (rows) by 7377 stocks (colu...

plus de 6 ans il y a | 1 réponse | 0

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Réponse apportée
VLOOKUP Function (Unique Find For loop)
never mind- this answers it perfectly! Thank you Cedric Wannaz https://uk.mathworks.com/matlabcentral/answers/137160-reshape-a...

plus de 6 ans il y a | 0

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VLOOKUP Function (Unique Find For loop)
I am looking at cross-sectional stock returns from 1996 to 2012. Although there are only 6250 individual/unique dates, there ar...

plus de 6 ans il y a | 1 réponse | 0

1

réponse