ibovespa {MCMC4Extremes}R Documentation

Daily returns of ibovespa

Description

These data are the daily returns of ibovespa from 2000 to 2009.

Usage

data(ibovespa)

Format

A data frame with 2369 observations on the following 4 variables.

month

a numeric vector with month

day

a numeric vector with day

year

a numeric vector with year

returns

a numeric vector with returns

Examples

data(ibovespa)
hist(ibovespa[,4], main=NULL)

[Package MCMC4Extremes version 1.1 Index]