| Financial Time Series | |
Introduction
The Financial Time Series Toolbox for MATLAB® is a collection of tools for the analysis of time series data in the financial markets. The toolbox contains a financial time series object constructor and several methods that operate on and analyze the object. Financial engineers working with time series data, such as equity prices or daily interest fluctuations, can use this toolbox for more intuitive data management than by using regular vectors or matrices.
This chapter discusses how to create and analyze financial time series data, including these topics:
A Demonstration Program showing the use of financial time series data in a practical application is also included.
| | Using the Financial Time Series Toolbox | Creating Financial Time Series Objects | |