www.gusucode.com > econ 案例源码程序 matlab代码 > econ/ConvertAStockPricesSeriesToAReturnSeriesExample.m
%% Convert a Stock Price Series to a Return Series %% % Create a stock price process continuously compounded at 10 percent: % Copyright 2015 The MathWorks, Inc. S = 100*exp(0.10 * [0:19]'); % Create the stock price series %% % Convert the price series to a 10 percent return series: R = price2ret(S); % Convert the price series to a % 10 percent return series [S [R;NaN]] % Pad the return series so vectors are of % same length. price2ret computes the ith return from % the ith and i+1th prices.