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st: RE: Calculate variances of subsamples


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Calculate variances of subsamples
Date   Tue, 1 Jun 2010 13:03:51 +0200

<>

Could be a case for -rolling-.


HTH
Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Lars Knuth
Sent: Dienstag, 1. Juni 2010 12:51
To: statalist
Subject: st: Calculate variances of subsamples

Dear Statalisters,

I have a panel dataset including variables with time series of weekly
returns.

I want to calculate the variance at the end of each month for the last
three years of weekly returns for each variable.
Could anyone give some hints?

Thanks in advance!
Lars Knuth
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