08-25-2017 05:01 AM
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
08-25-2017 05:16 AM
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?