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Charles
Posts:
5
Registered:
11/11/10


cell references
Posted:
Oct 14, 2013 2:18 PM


I am trying to build some code to calculate value at risk
Can someone help me interpret the following, based on a 602 x 2 matrix
specifically how do i interpret the lines from
i = 1:400 onwards
Data = xlsread('Historical_Data.xls'); alpha=0.95; m=100; for i=1:400 mu = mean(Data(1+(i1):100+(i1),:))'; dim = size(mu,1); C = cov(Data(1+(i1):100+(i1),:));



