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

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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

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