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- Tue May 09, 2017 2:05 am
- Forum: Programming
- Topic: calculate monthly variance from daily returns within the month
- Replies: 0
- Views: 2729
calculate monthly variance from daily returns within the month
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 wh...