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]