S_P500 {evt0}R Documentation

S&P500

Description

Log-returns of S&P500 Index from 05-01-1960 untill 16-10-1987.

Usage

data(S_P500)

Format

A data frame with 6984 observations on the following variable.

returns

a numeric vector

Details

Log-returns of S&P500 Index from 05-01-1960 untill 16-10-1987.

Examples

data(S_P500)
str(S_P500)
plot(S_P500$returns)

[Package evt0 version 1.1-4 Index]