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-1
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0answers
36 views

financial market [closed]

Suppose there are two dates, $0$ and $1$. Suppose the world will be in one of $p$ states at date $1$, but the true state of the world at date $1$ is unknown at date $0$. Let there be $n$ financial ...
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2k views

How to annualize log returns? [closed]

I have daily log return from 01.01.2011 to 10.28.2011 and I'd like to compare the total return of that 10 months period (which is of -7.093%) to annual log returns of previous years. I know it's ...