Hello,
i need some help. I have daily prices for some indexes and i want to calculate the weekly retuns from Wednesday to Wednesday for each of them . How cam i made it?
Thank you.
From daily prices to weekly returns
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EViews Gareth
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Re: From daily prices to weekly returns
How are you defining the weekly return?
Re: From daily prices to weekly returns
It is the change that happens in the level of index (price) from Wednesday to Wednesday and I will use to calculate it using
log(price t/price t-1).
log(price t/price t-1).
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EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13603
- Joined: Tue Sep 16, 2008 5:38 pm
Re: From daily prices to weekly returns
Create a weekly page that starts on a Wednesday. Then copy the daily data over to the weekly page, using a match last frequency conversion method. Then do the calculation on the weekly data.
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