Code covered by the BSD License  

Be the first to rate this file! 85 Downloads (last 30 days) File Size: 65.1 KB File ID: #42292

Yahoo Finance Time Series Analysis Tool

by Christian Pass

 

19 Jun 2013

Performs various time series analysis operations

| Watch this File

File Information
Description

- Tool that downloads financial time series data from finance.yahoo.com and performs various time series analysis operations

- Documentation of functions to follow with the next release

- Further functions will be added over time. Suggestions either in the comments or cpass82 (at) gmail.com

- Code needs to be shortened and optimized, error management is in very early stages of development, so carefully check your inputs
Required Products MATLAB
Econometrics Toolbox
Statistics Toolbox
Financial Toolbox
Optimization Toolbox
MATLAB release MATLAB 8.1 (R2013a)
Tags for This File  
Everyone's Tags
data export, finance, financial time series, gui, statistics, time series analysis, value at risk, var, yahoo finance
Tags I've Applied
Add New Tags Please login to tag files.
Please login to add a comment or rating.

Contact us