Many Tx, Norman, but my problem is a little bit different... Let me tr
to be more explcit :

I have 10 stocks.
Each stocks has 2 columns : dates and prices
What I want is to keep the date that are in the 10 stocks and remov
the ones that are not common to all stocks.

Let's say I have a price of $34 on the 05/23/03 for stock One but thi
day is not in stock Two, then remove the 05/23/03 from stock One

The goal is not to remove all the holidays but to generate a consisten
matrix ie a matrix with a price for every stocks at every dates

I hope It is clearer... (the problem is that when you spend a lot o
time on a problem, a lot of assumptions seem obvious... but they ar
not !!):( ;) :

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