| spy {stochvolTMB} | R Documentation |
Daily closing prices for the S&P500 from 2005 to 2018.
Description
A dataset containing the prices and log-returns of the S&P500 from 2005 to 2018
Usage
spy
Format
A data frame with 3522 rows and 3 variables:
- date
date
- price
price, in US dollars
- log_return
logarithmic return
...
[Package stochvolTMB version 0.2.0 Index]