Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Overlapping-roling five-day returns


From   "Rodriguez, Dan (FIRMMKTRSK)" <Dan.Rodriguez@morganstanley.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Overlapping-roling five-day returns
Date   Thu, 30 Mar 2006 07:56:58 -0500

I am constructing a simulation of weekly returns from a four year
history of realized returns, which includes 209 individual weeks of
data. Is there a command in Stata that will allow me to quickly
construct overlapping rolling five-day sequential returns from this
data?
--------------------------------------------------------

NOTICE: If received in error, please destroy and notify sender.  Sender does not waive confidentiality or privilege, and use is prohibited.

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2020 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index