I would like to get weekly returns data from daily data , I want to use the Wednesday-to-Wednesday approach – the returns (rt) are computed from the Wednesday closing prices Pt , i.e., rt = ln(Pt/Pt-1). In the cases in which Wednesdays were not active trading days, the closing values from the next date with valid prices from the sequence of the nearest days is used: I'm Stata user as well as an excel user
Any hint will be highly appreciated!! thaks!!