Hi,

I have daily stock market data of 728 firms from 2000 to 2015 (about 4200 prices per stock). I have the raw data in excel and I am asking myself if I shall first calculate returns and variances in Excel as I do not know how to do that in Stata.

I know how to calculate a return from two variables in Stata but I have not found a solution to deal with such a large matrix.

Do you have suggestion?

Michael