Message-ID: <971536df0611131059q3d6fce8cj746b95104f08dceb@mail.gmail.com>
Date: 2006-11-13T18:59:17Z
From: Gabor Grothendieck
Subject: use log return or quotient return?
In-Reply-To: <b1f16d9d0611131035u689278d0oc0c7301175870607@mail.gmail.com>
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:
> Hi all,
>
> Does anybody know which is more commonly used in financial time series --
> log return or quotient return?
>
> Thanks a lot,