International daily stock return data for System Identification
The data consist of twenty two international daily stock returns.
The sample period is from 4th January 2012 up to 31th December 2013.
Data are from yahoo finance.
To access the data, load the file stock_return.mat and type readme.
Reference: M. Zorzi, R. Sepulchre. "AR identification of Latent-variable Graphical models". Submitted, 2014.
Zitieren als
Mattia Zorzi (2024). International daily stock return data for System Identification (https://www.mathworks.com/matlabcentral/fileexchange/48611-international-daily-stock-return-data-for-system-identification), MATLAB Central File Exchange. Abgerufen .
Kompatibilität der MATLAB-Version
Plattform-Kompatibilität
Windows macOS LinuxKategorien
- Computational Finance > Datafeed Toolbox >
- Control Systems > System Identification Toolbox > Linear Model Identification >
Tags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Live Editor erkunden
Erstellen Sie Skripte mit Code, Ausgabe und formatiertem Text in einem einzigen ausführbaren Dokument.
Version | Veröffentlicht | Versionshinweise | |
---|---|---|---|
1.0.0.0 |