Calculating standard deviations of returns between dates specified dates

[Lennart Roth]

Hey guys,

Instead of some asian bot spam, here's an actual question:

I have for each company ID a variable RET stating daily stock returns and DATE stating the date (of the return). Then there are DATE1 and DATE2 and i would like to calculate the standard deviation of stock returns that occurs only between DATE1 and DATE2, i.e. disregarding whatever else dates and returns there are.

Would be very thankful for any hints.

Best,
Lennart

[Nick Cox]

ssc desc rangestat

and search the forum for mentions.