Backfilling index data
Posted: January 20th, 2005, 9:41 pm
I have the following index retuns. The MSCI EAFE Index (includes only developed markets) returns start from around 1970. The MSCI Emerging markets index returns start from 1988. Hence, the MSCI All Country World Index (includes both developed markets and emerging markets) returns also start from 1988. Is there a way to backfill the MSCI Emerging Market index returns for the period 1970 till 1988, so that I can get the returns for MSCI All Country World Index for the same period (1970-1988). If so, what kind of methods can I use to backfill the data and simultaneously preserve the volatility of the series.Any help is greatly appreciated.