dji30ret: data: Dow Jones 30 Constituents Closing Value Log Return in...
In GAS: Generalized Autoregressive Score Models
Description
Usage
Format
Source
References
Description
This dataset is taken from the rugarch package of Ghalanos (2015). Returns are in percentage points.
Dow Jones 30 Constituents closing value log returns from 1987-03-16 to
2009-02-03 from Yahoo Finance. Note that AIG was replaced by KFT (Kraft Foods)
on September 22, 2008. This is not reflected in this data set as that would
bring the starting date of the data to 2001.
Usage
1
data("dji30ret")
Format
A data.frame containing 5,521x30 observations.
Source
Yahoo Finance
References
Ghalanos A (2015).
"rugarch: Univariate GARCH models."
https://cran.r-project.org/package=rugarch.
GAS documentation built on Feb. 4, 2022, 5:12 p.m.
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Description Usage Format Source References
Description
This dataset is taken from the rugarch package of Ghalanos (2015). Returns are in percentage points.
Dow Jones 30 Constituents closing value log returns from 1987-03-16 to 2009-02-03 from Yahoo Finance. Note that AIG was replaced by KFT (Kraft Foods) on September 22, 2008. This is not reflected in this data set as that would bring the starting date of the data to 2001.
Usage
1 | data("dji30ret")
|
Format
A data.frame containing 5,521x30 observations.
Source
Yahoo Finance
References
Ghalanos A (2015). "rugarch: Univariate GARCH models." https://cran.r-project.org/package=rugarch.
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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