Description Usage Format References Examples
The log return of weekly stock price of Dow Jones Industrial Average from 2008/1/1 to 2012/1/1.
1 | data("DowJones")
|
A data frame with 754 observations on the following 1 variables.
log_return
a numeric vector
Lin WC, Emura T, Sun LH (2021), Estimation under copula-based Markov normal mixture models for serially correlated data, Communications in Statistics - Simulation and Computation, 50(12):4483-515
1 2 |
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