https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-to-compute-relative-volatility/m-p/593339#M3640 <DIV class=""><DIV class="public-DraftStyleDefault-block public-DraftStyleDefault-ltr"><SPAN>dear all, </SPAN></DIV></DIV><DIV class=""><DIV class="public-DraftStyleDefault-block public-DraftStyleDefault-ltr">&nbsp;</DIV><DIV class="public-DraftStyleDefault-block public-DraftStyleDefault-ltr"><SPAN>I have use </SPAN><STRONG>relative volatility</STRONG><SPAN> as per </SPAN><SPAN>Campbell et al. (2001) for my research. I read the article, but unable to understand the procedure.&nbsp;</SPAN></DIV><DIV class="public-DraftStyleDefault-block public-DraftStyleDefault-ltr"><SPAN>if anybody have worked in this area, please let me know what is the procedure to be followed and how to do it in SAS. ( i can use SAS/ETS for my data analysis)</SPAN></DIV><DIV class="public-DraftStyleDefault-block public-DraftStyleDefault-ltr">&nbsp;</DIV></DIV><DIV class=""><DIV class="public-DraftStyleDefault-block public-DraftStyleDefault-ltr"><SPAN>the reference of the article is :&nbsp;</SPAN><EM>Campbell, J.Y., Lettau, M., Malkiel, B.G., Xu, Y., 2001. Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk. J. Finance56, 1–43.</EM></DIV></DIV><DIV class=""><DIV class="public-DraftStyleDefault-block public-DraftStyleDefault-ltr"><EM>&nbsp;</EM></DIV></DIV><DIV class="">&nbsp;</DIV><DIV class=""><DIV class="public-DraftStyleDefault-block public-DraftStyleDefault-ltr">thanks in advance</DIV></DIV> Wed, 02 Oct 2019 12:21:35 GMT srikanthyadav44 2019-10-02T12:21:35Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-to-compute-relative-volatility/m-p/593339#M3640 <DIV class=""><DIV class="public-DraftStyleDefault-block public-DraftStyleDefault-ltr"><SPAN>dear all, </SPAN></DIV></DIV><DIV class=""><DIV class="public-DraftStyleDefault-block public-DraftStyleDefault-ltr">&nbsp;</DIV><DIV class="public-DraftStyleDefault-block public-DraftStyleDefault-ltr"><SPAN>I have use </SPAN><STRONG>relative volatility</STRONG><SPAN> as per </SPAN><SPAN>Campbell et al. (2001) for my research. I read the article, but unable to understand the procedure.&nbsp;</SPAN></DIV><DIV class="public-DraftStyleDefault-block public-DraftStyleDefault-ltr"><SPAN>if anybody have worked in this area, please let me know what is the procedure to be followed and how to do it in SAS. ( i can use SAS/ETS for my data analysis)</SPAN></DIV><DIV class="public-DraftStyleDefault-block public-DraftStyleDefault-ltr">&nbsp;</DIV></DIV><DIV class=""><DIV class="public-DraftStyleDefault-block public-DraftStyleDefault-ltr"><SPAN>the reference of the article is :&nbsp;</SPAN><EM>Campbell, J.Y., Lettau, M., Malkiel, B.G., Xu, Y., 2001. Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk. J. Finance56, 1–43.</EM></DIV></DIV><DIV class=""><DIV class="public-DraftStyleDefault-block public-DraftStyleDefault-ltr"><EM>&nbsp;</EM></DIV></DIV><DIV class="">&nbsp;</DIV><DIV class=""><DIV class="public-DraftStyleDefault-block public-DraftStyleDefault-ltr">thanks in advance</DIV></DIV> Wed, 02 Oct 2019 12:21:35 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-to-compute-relative-volatility/m-p/593339#M3640 srikanthyadav44 2019-10-02T12:21:35Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-to-compute-relative-volatility/m-p/593370#M3641 <P>What is your definition of relative volatility?&nbsp;&nbsp; I don't have access to the article you cite.</P> <P>&nbsp;</P> <P>regards,</P> <P>Mark</P> Wed, 02 Oct 2019 13:45:20 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-to-compute-relative-volatility/m-p/593370#M3641 mkeintz 2019-10-02T13:45:20Z