Why Natural log returns (reasons)? with eviews example.

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  • Опубліковано 14 жов 2024

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  • @akumar234
    @akumar234 4 роки тому +1

    I have seen people using Natural Log "log (p2/p1)", while calculating daily returns of stock/Index for long period data (15-20 years), instead of using '(p2 - p1)/p1'. Could not know very good reason.
    Is it more accurate to use Natural Log ?
    Can you make a Video on this in detail for benefit of all of us.
    Rgds.