lse {extremis}R Documentation

Selected Stocks from the London Stock Exchange

Description

Prices at close from 26 selected stocks from the London stock exchange from 1989 till 2016.

Usage

lse

Format

The lse data frame has 6894 rows and 27 columns.

References

Rubio, R., de Carvalho, M., and Huser (2018) Similarity-based clustering of extreme losses from the London stock exchange.

[Package extremis version 1.2.1 Index]