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), \quad 1\leq t\leq n-1
```

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

observations.

[Package

*ExtremeRisks* version 0.0.4

Index]