[R-SIG-Finance] use log return or quotient return?

Gabor Grothendieck ggrothendieck at gmail.com
Mon Nov 13 19:59:17 CET 2006

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,

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