banks: Bank Portfolio Returns
In CPAT: Change Point Analysis Tests
Description
Usage
Format
Source
Description
Data set representing the returns of an industry portfolio representing the
banking industry based on company four-digit SIC codes, obtained from the
data library maintained by Kenneth French. Data ranges from July 1, 1926
to October 31, 2017.
Usage
1
Format
A data frame with 24099 rows and 1 variable:
- Banks
The return of a portfolio representing the banking industry
Row names are dates in YYYY-MM-DD format.
Source
http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
CPAT documentation built on May 1, 2019, 6:51 p.m.
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Description Usage Format Source
Description
Data set representing the returns of an industry portfolio representing the banking industry based on company four-digit SIC codes, obtained from the data library maintained by Kenneth French. Data ranges from July 1, 1926 to October 31, 2017.
Usage
1 |
Format
A data frame with 24099 rows and 1 variable:
- Banks
The return of a portfolio representing the banking industry
Row names are dates in YYYY-MM-DD format.
Source
http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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