Help using Base SAS procedures


New User
Posts: 1


Hi all, I am trying to use IDVOL macro to estimate idiosyncratic risk. I ran the macro but realised that this macro gives the measure for each day. I was wondering how I can annualse it. Is it correct if I get an average of the measure per year. Thank you

Super User
Super User
Posts: 9,599


Posted in reply to khedmatim

This macro is not part of the SAS product, therefore I don't see how we can help you with it.  The only information I could find on this was another post mentioning something called WRDS:


Try contacting the author/owner of that code?

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