Hi,
I am new to eviews and struggling with coding. So that i am writing to seek help of eviews forum members. I am using Eview 7. I want to calculate monthly variance as the sum of the squared daily returns plus twice the sum of the products of adjacent daily returns within a month. I do not know whether we have any code that could help to calculate the later part as i do not know how to code to just take the daily return just within that month. Thank you so much for reading my post and your supports.
Hanh
calculate monthly variance from daily returns within the month
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calculate monthly variance from daily returns within the month
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- variance.WF1
- eview workfile
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- variance formula.docx
- formula
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