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 *8784*2* data frame.

### Details

From the series of n = 8785 closing prices *S_{t}*, *t=1,2,...*, for the Dow Jones stock market index, recorded from January 29, 1985 to December 12, 2019, the series of negative log-returns.

*X_{t+1} = - log(S_{t+1}/S_t), 1<= t <= n-1*

is available. Hence the dataset (negative log-returns) contains *8784* observations.

[Package

*ExtremeRisks* version 0.0.4

Index]