sp500: Daily log-returns for the S&P 500 stock index.

sp500R Documentation

Daily log-returns for the S&P 500 stock index.

Description

Log-returns from daily quotes of the Standard & Poors 500 Index.

Usage

sp500

Format

A vector containing 1024 daily log-returns.

Period Covered

The data cover the period April 1996 - December 1999.


LSWPlib documentation built on March 18, 2022, 6:55 p.m.

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