| sp500ret {rugarch} | R Documentation |
data: Standard and Poors 500 Closing Value Log Return
Description
The SP500 index closing value log return from 1987-03-10 to 2009-01-30 from yahoo finance.
Usage
data(sp500ret)Format
A data.frame containing 1x5523 observations.
Source
Yahoo Finance
[Package rugarch version 1.5-1 Index]