Calculate the average % two stocks are correlated

2011 9 月 1

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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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CR 2011 年 9 月 4 日

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

David Young 2011 年 9 月 1 日

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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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