calculate monthly variance from daily returns within the month

For questions regarding programming in the EViews programming language.

Moderators: EViews Gareth, EViews Jason, EViews Moderator, EViews Matt

hanhvo
Posts: 1
Joined: Tue Apr 11, 2017 12:16 am

calculate monthly variance from daily returns within the month

Postby hanhvo » Tue May 09, 2017 2:05 am

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
Attachments
variance.WF1
eview workfile
(623.83 KiB) Downloaded 218 times
variance formula.docx
formula
(11.87 KiB) Downloaded 226 times

Return to “Programming”

Who is online

Users browsing this forum: No registered users and 30 guests