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Re: st: Moving Standard Deviation


From   Maarten Buis <[email protected]>
To   [email protected]
Subject   Re: st: Moving Standard Deviation
Date   Thu, 31 Oct 2013 14:17:07 +0100

On Thu, Oct 31, 2013 at 2:05 PM, Browne, Alan wrote:
> Hello, I am currently trying to generate the moving standard deviation for a measure of volatility. I have used the mvsumm command, however, I am not sure how to cite that in the paper I am writing.

See: http://ideas.repec.org/c/boc/bocode/s426401.html

The fourth section called Bibliographic info is all about how to cite
that package.

-- Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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