Dicle, Mehmet F. - In: Stata Journal 13 (2013) 3, pp. 603-617
: historic standard deviation (total risk), total return, average daily return, and Sharpe and Treynor measures. Two new commands …, fetchyahoooptions, is provided to download and parse equity options data from Yahoo! Finance webpages and, optionally, to calculate the … implied volatilities for the downloaded options. Copyright 2013 by StataCorp LP. …