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calculate annualized std.dev of weekly stock returns (volatility)
calculate annualized std.dev of weekly stock returns (volatility)

Hi Statalisters,

I need some guidance about the calculation of volatility. I have data of weekly closing stock prices from 2003-2017 of Chinese listed firms. I want to calculate annualized standard deviation of weekly stock price returns (volatility) from this data. I want to use this variable as control variable suggested by a reviewer.

The format of the data is attached.
I would really appreciate your help with this!

BJ Data Tech Solution

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calculate annualized std.dev of weekly stock returns (volatility)

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Home / Data Cleaning / Data management / Data Processing / calculate annualized std.dev of weekly stock returns (volatility) calculate annualized std.dev of weekly stock returns (volatility)

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