diff --git a/B03898_06_codes/Chapter 6 Notebook.ipynb b/B03898_06_codes/Chapter 6 Notebook.ipynb index 050977c..49ea688 100644 --- a/B03898_06_codes/Chapter 6 Notebook.ipynb +++ b/B03898_06_codes/Chapter 6 Notebook.ipynb @@ -619,9 +619,7 @@ "cell_type": "code", "collapsed": false, "input": [ - "pd.rolling_corr(log_returns['EUROSTOXX'], \n", - " log_returns['VSTOXX'], \n", - " window=252).plot(figsize=(10,8))\n", + "log_returns['EUROSTOXX'].rolling(252).corr(log_ret['VSTOXX']).plot(figsize=(10,8))" "plt.ylabel('Rolling Annual Correlation')" ], "language": "python", @@ -1043,4 +1041,4 @@ "metadata": {} } ] -} \ No newline at end of file +}