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| From | Nick Cox <njcoxstata@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| 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 <balhashel@gmail.com> 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? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/