calculate monthly variance from daily returns within the month
Posted: 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
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