log return

  1. G

    Quantitative Risk Management, Log returns on Parametric Value at Risk

    Hello guys, i have this huge coursework which i have been working for a long time and the deadline is tomorrow, so far i have been able to answer everything but one question on which i would really appreciate the help. Basically one part of the coursework is to acquire historical data for a...
  2. A

    Arithmetic/Log returns of positive/negative/0 values

    I'm trying to work out the correlation between movements in prices of 2 products i'm tracking. I will extend this to around 20 products but just want to get the basics done first...The problem I have is that the prices I have are sometimes negative or 0 and this causes a problem with log...