How to turn daily returns into weekly (average) returns?

M

Mirko

New Member
Joined
Apr 18, 2008
Messages
2
I have a data set of daily interest returns, but need weekly returns. As a matter of fact, there are public holidays, which means some weeks consist of only four or even less trading days. Luckly I have the date to each return. How can I turn it into weekly returns.

greetings

Mirko
 

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