Sir
What could be code for calculating weekly return volatility(Volatility) from weekly return data(Ret), with panel data set with weekly data(Week).e;g return value is from monday to monday.If we use standard deviations method.So first observation is monday for first firm and second is next monday for first firm with panel data setting.I am too novice in Stata programming.
Regards
Related Posts with Calculating weekly return volatility from weekly return data
Confusion about command didregress in DiD help file- Panel-Data regression with time dummies, FE and time variant treatment effects
- Whether we should control for country-level control variables for studying a single country?
- Mixed or xthybrid for time varying covariates in longitudinal data set
- Converting a variable like Income in Nominal Terms to Real Terms?
Subscribe to:
Post Comments (Atom)
0 Response to Calculating weekly return volatility from weekly return data
Post a Comment