Using Extreme Value Theory and Copulas to Evaluate Market Risk
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Hi i have a problem with this code, can help anyone? In atach i send my data. in every time when i run code write "Undefined function or variable 'dates'."
>> % Import daily index closings
>> figure
plot(dates, ret2price(price2ret(Data)))
datetick('x')
xlabel('Date')
ylabel('Index Value')
title ('Relative Daily Index Closings')
legend(series, 'Location', 'NorthWest')
Undefined function or variable 'dates'.
>> figure
plot(dates, ret2price(price2ret(Data)))
datetick('x')
xlabel('Date')
ylabel('Index Value')
title ('Relative Daily Index Closings')
legend(series, 'Location', 'NorthWest')
Undefined function or variable 'dates'.
>> % Logarithmic returns
>> % # of returns (i.e., historical sample size)
>> index = 1; % 1 = MSCI, 2 = EEM, 3 = FEM, 4 = IEMG, 5 = JFAM, 6 = LZEM, 7 = SCHE, 8 = VWO,
figure
plot(dates(2:end), returns(:,index))
datetick('x')
xlabel('Date')
ylabel('Return')
title('Daily Logarithmic Returns')
Undefined function or variable 'dates'.
>> figure
autocorr(returns(:,index))
title('Sample ACF of Returns')
Undefined function or variable 'returns'.
>>
3 Comments
Stephan
on 29 Dec 2018
You do not Import any data. Have a look at xlsread or readtable function. The only code i see is to plot data.
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