Clear Filters
Clear Filters

How do I calculate the annual log return from a series of monthly log returns?

19 views (last 30 days)
I would like to extract annual log returns from a dataset containing prices and dates. Do you know how to solve this? I have calculated the monthly log returns, how do I calculate the annual. I guess I need some sort of loop function, taken in consideration the formula for log return.
many thanks

Accepted Answer

David Ding
David Ding on 17 Oct 2017

More Answers (0)

Categories

Find more on Time Series in Help Center and File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!