DowJones {Copula.Markov}

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 (2021), Estimation under copula-based Markov normal mixture models for serially correlated data, Communications in Statistics - Simulation and Computation, 50(12):4483-515

Examples

data(DowJones)
DowJones