SMI {MSGARCH}

Swiss market index dataset

Description

See Mullen et al. (2011) for a description of this dataset.

Usage

data("SMI")

Format

zoo object containing 2,500 observations ranging from 1990-11-12 to 2000-10-20.

Source

DEoptim package

References

Mullen, K.M, Ardia, D., Gil, D., Windover, D., Cline, J. (2011). DEoptim: An R Package for Global Optimization by Differential Evolution. Journal of Statistical Software, 40(6), 1-26. doi: 10.18637/jss.v040.i06