SP500: Returns on Standard & Poor's 500 Index

SP500R Documentation

Returns on Standard & Poor's 500 Index

Description

daily observations from 1981–01 to 1991–04

number of observations : 2783

Usage

data(SP500)

Format

A dataframe containing :

r500

daily return S&P500 (change in log index)

References

Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons.

See Also

Index.Source, Index.Economics, Index.Econometrics, Index.Observations,

Index.Time.Series


Ecdat documentation built on Oct. 16, 2022, 1:08 a.m.