dji30ret {rugarch} | R Documentation |
data: Dow Jones 30 Constituents Closing Value Log Return
Description
Dow Jones 30 Constituents closing value log returns from 1987-03-16 to 2009-02-03 from Yahoo Finance. Note that AIG was replaced by KFT (Kraft Foods) on September 22, 2008. This is not reflected in this data set as that would bring the starting date of the data to 2001.
Usage
data(dji30ret)
Format
A data.frame containing 30x5521 observations.
Source
Yahoo Finance
[Package rugarch version 1.5-1 Index]