[R-SIG-Finance] calculate returns in data frame containing NA

[Arno gaboury]

In my case, NA means market was closed for holidays.
It doesn't occurs a lot (a few times /year).
I am OK to dismiss them, but is there any argument when using the diff(log)
function? I would like to avoid calculating a return between 2 sessions with
one day off between these 2 days, especially when this day off is not a
worldwide holyday.


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