DowJones {Copula.Markov}R Documentation

Dow Jones Industrial Average

Description

The log return of weekly stock price of Dow Jones Industrial Average from 2008/1/1 to 2012/1/1.

Usage

data("DowJones")

Format

A data frame with 754 observations on the following 1 variables.

log_return

a numeric vector

References

Lin WC, Emura T, Sun LH (2019) Estimation under copula-based Markov normal mixture models for serially correlated data, Comm Stat - Simu, doi:10.1080/03610918.2019.1652318

Examples

data(DowJones)
DowJones

[Package Copula.Markov version 2.8 Index]