ASCOL: Stata module to convert frequency of stock returns or stock prices

Attaullah Shah ()

Statistical Software Components from Boston College Department of Economics

Abstract: ascol program converts daily stock returns or stock prices data to weekly, monthly, quarterly, or yearly frequencies. For stock returns, the program uses the Stata built-in collapse package while for stock prices, the program retains the last prices of the specified frequency.

Language: Stata
Requires: Stata version 10
Keywords: stock prices; collapse; stock returns; time series (search for similar items in EconPapers)
Date: 2015-09-18, Revised 2018-01-01
Note: This module should be installed from within Stata by typing "ssc install ascol". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/a/ascol.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/a/ascol.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458082

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