p' is the output of the p-values of the Pearson correlation coefficients 'wcov' is the output of the weighted covariance matrix 'wstd' is the ... together with MATLAB code, is also available in F.

This code tests the basic idea of my Master thesis. I propose an improved estimator of the covariance matrix of asset returns, employed in the computation of the minimum-variance portfolio. The ...

This article will discuss four ways to calculate covariance: using the covariance formula, using Excel, using Python, and using R. Microsoft Excel offers a built-in function called COVARIANCE.S, which ...