varacvar

  用matlab求股票的var、cvar，含数据处理直至计算结果。使用矩阵方法，注释较多，适合入门学习(using matlab for finance modeling:this is for coputing var,cvar for stocks. Using a matrix method, suitable for beginners to learn)

var，cvar
.........\ewma_covariance.m,495,2014-10-14
.........\fun.m,175,2014-10-14
.........\main.m,4172,2014-10-14
.........\opti.m,910,2014-10-14
.........\returnMat.mat,3233,2014-10-14
.........\workfile.mat,87794,2013-10-13