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st: Stock Return Volatility


From   Bader Alhashel <balhashel@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: Stock Return Volatility
Date   Thu, 6 Oct 2011 18:52:12 -0400

Hi,

I have a panel data in which I would like to calculate the daily stock
return volatility for the last 120 trading days at the end of each
month. I was planning to use -mvsumm- however I need to do the command
by ID or otherwise the calculation might contain returns for a
different stock. Any suggestions on how I can do this calculation?
Thanks for your help.

Best,
Bader
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