Perhaps PerformanceAnalytics and the CAPM.* functions.
Michael
On Thu, Apr 26, 2012 at 8:46 AM, and_mue wrote:
> Hi all
>
> I am looking for an add-in. I am currently working on something and I use
> daily data of closing stock prices. As not all companies are traded daily
> (e.g. on monday, the
Hi all
I am looking for an add-in. I am currently working on something and I use
daily data of closing stock prices. As not all companies are traded daily
(e.g. on monday, then on thursday etc) at the stock exchange, there is
satistically a problem. There are some papers which explain the approach
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