I have just finished my review of Standard Series. All I can say is that I would be lost without Standard Series.
How to calculate the STANDARD DEVIATION for a series ?
I am trying to understand why some authors use an "anualized" standard deviation in their papers.I am trying to use the STDEV function from MS-Excel to determine the volatility of the daily returns from an investment fund - a Standard Series serie of numbers as any other. Some authors say that, should I have less than one year of data, I should "anualize it", in order to be able to compare to other series. And this should be done by multipling the STDEV by the square root of 252 - number of working days in an year.What if I have exactly ONE year ?What if I have data from MORE than one year ? Let's say 150 days. Should I multiply by the square root of 252/150 ?I guess I need someone with experience in this type of calculation to HELP !I also need to expand the concept for weekly and monthly data.
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