m.excess.c10sp9003 {FinCovRegularization}R Documentation

10 stock and S&P 500 excess returns

Description

A dataset containing monthly excess returns of 10 stocks and S$P 500 index return from January 1990 to December 2003

Usage

data(m.excess.c10sp9003)

Format

A matrix with 168 rows and 11 variables


[Package FinCovRegularization version 1.1.0 Index]