I'm at the moment learning R from a fellow student. I have heard that it's possible to download data from Bloomberg and then, for example, calculate the Returns from Prices. Do I have to convert the data into a time series ?
An example would be great.
yes this is possible but you need be able access Bloomberg of course. The code I'm using to download the data into R is:
After getting the data I transform this into time series with a function:
I hope this will help...