cancel
Turn on suggestions
Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.
Showing results for 
Search instead for 
Did you mean: 
BookmarkSubscribeRSS Feed
99_99_
Calcite | Level 5 99_99_
Calcite | Level 5

How to compute the average cross-sectional correlation?

Posted 10-12-2013 05:56 AM (1206 views)

Does anyone know how to calculate the average cross-sectional correlation?

I have time series for 2000 stocks.

I wonder, how can I calculate the average correlation of stock returns for the 2000 stocks?

Could anyone provide some insights?

Thank you a lot!

0 Likes
Reply
1 REPLY 1
99_99_
Calcite | Level 5 99_99_
Calcite | Level 5

Re: How to compute the average cross-sectional correlation?

Posted 10-12-2013 04:29 PM (1063 views)  |   In reply to 99_99_

The question is updated.

Thank you!

0 Likes
Reply

SAS Innovate 2025: Call for Content

Are you ready for the spotlight? We're accepting content ideas for SAS Innovate 2025 to be held May 6-9 in Orlando, FL. The call is open until September 25. Read more here about why you should contribute and what is in it for you!

Submit your idea!

What is Bayesian Analysis?

Learn the difference between classical and Bayesian statistical approaches and see a few PROC examples to perform Bayesian analysis in this video.

Watch What is Bayesian Analysis? on YouTube

Find more tutorials on the SAS Users YouTube channel.

Click image to register for webinarClick image to register for webinar

Classroom Training Available!

Select SAS Training centers are offering in-person courses. View upcoming courses for:

View all other training opportunities.

Discussion stats
  • 1 reply
  • ‎10-12-2013 05:56 AM
  • 1207 views
  • 0 likes
  • 1 in conversation