1. what is the command (or query languange) to get the
the first and/or last observations for any given day (i know it can be done in
aggregate query, in Ms acces but can it be done in SQL server query as well?)?
e.g. I want to get the first and last price of the day for any particular stocks
2. how to calculate return with the following formula:
return=log P(t)-log P(t-1), where P(t) is price at
time t say 10 am and P(t-1) is price at one period
previous t say 9 am?