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...y returns. I want to sum up the intraday squared returns to calculate the daily volatility(or daily variance). I know that the s-plus FinMerics has the function aggregateSeries function that can be apply to daily data: aggregateSeries(x, Fun, by="daily"), but the counterpart function in R:applySeries can not be apply to daily data. This function has the argument by=c("monthly", "quartly"). Can we find some way to mimic the aggregateSeries function in s-plus? Thanks in advance Ted -- View this message in context: http://www.nabble.com/Manipulation-in-timeSeries-object%3...