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Re: st: Stock Return Volatility


From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: st: Stock Return Volatility
Date   Thu, 6 Oct 2011 23:58:46 +0100

-mvsumm- (SSC) is a user-written command. Please remember to explain
where user-written commands you refer to come from.

What's the difficulty? -mvsumm- supports panel data. This is explicit
in the help.

Nick

On Thu, Oct 6, 2011 at 11:52 PM, Bader Alhashel <[email protected]> wrote:

> 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?
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