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

3 次查看（过去 30 天）

显示更早的评论

Ola Sveen 2017-10-13

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/361188-how-do-i-calculate-the-annual-log-return-from-a-series-of-monthly-log-returns

回答： David Ding 2017-10-17

采纳的回答： David Ding

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

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

请先登录，再回答此问题。

采纳的回答

David Ding 2017-10-17

1
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/361188-how-do-i-calculate-the-annual-log-return-from-a-series-of-monthly-log-returns#answer_286283

Hi Ola,

Perhaps the following thread can help:

https://www.mathworks.com/matlabcentral/answers/210242-how-do-i-calculate-log-returns-for-stock-prices

Thanks,

David

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

更多回答（0 个）

请先登录，再回答此问题。

类别

Simulink Simulation Prepare Model Inputs and Outputs

在 Help Center 和 File Exchange 中查找有关 Prepare Model Inputs and Outputs 的更多信息

标签

Community Treasure Hunt

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

Translated by