Description Usage Arguments Value Note Author(s) See Also Examples
Compute returns from a price series of an asset.
Return is gain (or loss) rate from an investment to the asset in a time interval.
See the report: Value at Risk.<researchgate.net>
1 | jReturn(s)
|
s |
A price series. |
A return series.
viet-hung.vu@jvn.edu.vn
Hung Vu
https://www.researchgate.net/profile/Vu_Hung4
1 2 3 |
[1] -0.08333333 0.20000000 -0.23076923 0.08333333 -0.14285714 0.07692308
[7] -0.13333333 0.15384615 -0.07142857 0.16666667
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