return period

  1. T

    Estimating returns per year by scaling them using the returns of an index

    Dear geniuses, I'm doing research on some return series covering different periods. My data consists of transactions and I can thus calculate the returns on individual transaction pairs. As I want to compare the returns per period, but most transactions overlap periods I would like to...
  2. K

    Reasonable return period value?

    I am doing extreme value analysis on some test data. You can think of the data as the temperature of an engine which hits peak values every few seconds. From a measured time series of engine temperature, I estimated the 3-hour return period value of temperature, but the return period value is...