Pricing | R Documentation |
monthly observations from 1959–02 to 1993–11
number of observations : 418
data(Pricing)
A time series containing :
monthly return on portfolio 1 (small firms)
monthly return on portfolio 2
monthly return on portfolio 3
monthly return on portfolio 4
monthly return on portfolio 5
monthly return on portfolio 6
monthly return on portfolio 7
monthly return on portfolio 8
monthly return on portfolio 9
monthly return on portfolio 10 (large firms)
risk free rate (return on 3-month T-bill)
real per capita consumption growth based on total US personal consumption expenditures (nondurables and services)
Center for research in security prices.
Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons, chapter 5.
Index.Source
, Index.Economics
, Index.Econometrics
, Index.Observations
,
Index.Time.Series
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