About this document
股票收益率与协方差分析 by daoqilin629 is a document available to read on EtoBox.
The document presents two matrices: the daily return correlation matrix and the annualized covariance matrix for five stocks. The correlation matrix shows varying degrees of correlation among the stocks, with the highest correlation between stocks 300803 and 002049. The covariance matrix provides insights into the variability and relationship of returns among the stocks over a year.
- Author
- daoqilin629
- Language
- EN