histIdxScen {vamc}

Historical Index Scenario for 5 Indices over 175 Months

Description

A dataset containing a matrix, number of indices (5) by number of time steps (175), of observed historical returns for each index in each of time step in the past.

Usage

histIdxScen

Format

A data frame with dimensions 175 rows and 10 columns:

FIXED

historical return for index "FIXED" in one month

INT

historical return for index "INT" in one month

MONEY

historical return for index "MONEY" in one month

SMALL

historical return for index "SMALL" in one month

US

historical return for index "US" in one month

...

Remark

These historical index scenarios were assessed on 2008-09-12

Source

http://www.math.uconn.edu/~gan/software.html