LogSPX {yuima}

Five minutes Log SPX prices

Description

Intraday five minutes Standard and Poor 500 Log-prices data ranging from 09 july 2012 to 01 april 2015.

Usage

data(LogSPX)

Details

The dataset is composed by a list where the element Data$allObs contains the intraday five minutes Standard and Poor cumulative Log-return data computed as Log(P_t)-Log(P_0) and P_0 is the open SPX price at 09 july 2012. Data$logdayprice contains daily SPX log prices and. Each day we have the same number of observation and the value is reported in Data$obsinday.

Examples

data(LogSPX)