[問題] May I ask how to annualize correlation coefficient?
看板CFAiafeFSA (精算師/基金經理人/銀行家)作者antimissle (心如止水 )時間15年前 (2010/02/15 11:09)推噓1(1推 0噓 3→)留言4則, 2人參與討論串1/1
I only have monthly index data and wanna calculate annualized correlation
coefficient. Can I simply annualize the monthly return and calculate it
according to the annualized data? Thank you very much in advance for your
kind help!
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