dowjones {ExtremeRisks} | R Documentation |
Negative log-returns of DOW JONES.
Description
Series of negative log-returns of the U.S. stock market index Dow Jones.
Format
A data frame.
Details
From the series of n = 8785 closing prices ,
, for the Dow Jones stock market index, recorded from January 29, 1985 to December 12, 2019, the series of negative log-returns.
is available. Hence the dataset (negative log-returns) contains observations.
[Package ExtremeRisks version 0.0.4 Index]