Question assignment 1 by Alessandro Imbrogno - Saturday, 1 March 2025, 7:38 PM Number of replies: 1 When we compute the returns, can we use log returns, or do we need to compute simple returns? Permalink Reply In reply to Alessandro Imbrogno Re: Question assignment 1 by Julio Crego - Sunday, 2 March 2025, 3:58 PM Use the geometric returns we have studied. It is true that in practice we often use log-returns (they are common at daily frequency) Permalink Show parent Reply
In reply to Alessandro Imbrogno Re: Question assignment 1 by Julio Crego - Sunday, 2 March 2025, 3:58 PM Use the geometric returns we have studied. It is true that in practice we often use log-returns (they are common at daily frequency) Permalink Show parent Reply