sp500 {rumidas}

S&P 500 daily log-returns

Description

Daily data on S&P 500 collected from the realized library of the Oxford-Man Institute (Heber et al. 2009).

Usage

data(sp500)

Format

An object of class "xts".

Source

Realized library of the Oxford-Man Institute

References

Heber G, Lunde A, Shephard N, Sheppard K (2009). “OMI's realised library, version 0.1.” Oxford–Man Institute, University of Oxford.

Examples

head(sp500)
summary(sp500)
plot(sp500)