Search found 2 matches

by michalko
Tue Nov 17, 2015 9:21 am
Forum: Data Manipulation
Topic: Monthly Returns
Replies: 3
Views: 3844

Re: Monthly Returns

I calculated monthly returns and standard deviation using adjusted closing price from stock prices using this: onemonth=@datediff(@date,@dateadd(@date,-1,"month"),"b") then: xreturn = (adj_close/adj_close(-1)-1) Now i need to add to the dataset the historical prices for the FTSE1...
by michalko
Tue Nov 17, 2015 8:36 am
Forum: Data Manipulation
Topic: Monthly Returns
Replies: 3
Views: 3844

Monthly Returns

I'm struggling to create a formula for monthly returns (5 day week). I have the exact same query as http://forums.eviews.com/viewtopic.php?f=3&t=1863
I don't know if anyone has found a formula for this yet.

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