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use log return or quotient return?

Gabor Grothendieck

Mon, Nov 13, 2006 10:59 AM

It depends on how good the approximation log(1+r) = r is and that
depends on whether r is sufficiently small or not.

On 11/13/06, Michael <comtech.usa at gmail.com> wrote:

Thread (6 messages)

Michael use log return or quotient return? Nov 13 Leeds, Mark (IED) use log return or quotient return? Nov 13 Gabor Grothendieck use log return or quotient return? Nov 13 Patrick Burns use log return or quotient return? Nov 14 Krishna Kumar use log return or quotient return? Nov 17 John C Frain use log return or quotient return? Nov 17