International daily stock return data for System Identification

Version 1.0.0.0 (89.2 KB) by Mattia Zorzi
International daily stock return data for System Identification
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Updated 1 Dec 2014

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The data consist of twenty two international daily stock returns.
The sample period is from 4th January 2012 up to 31th December 2013.
Data are from yahoo finance.
To access the data, load the file stock_return.mat and type readme.

Reference: M. Zorzi, R. Sepulchre. "AR identification of Latent-variable Graphical models". Submitted, 2014.

Cite As

Mattia Zorzi (2024). International daily stock return data for System Identification (https://www.mathworks.com/matlabcentral/fileexchange/48611-international-daily-stock-return-data-for-system-identification), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2014b
Compatible with any release
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Version Published Release Notes
1.0.0.0