retDD: Stock with Ticker DD
In PCRA: Companion to Portfolio Construction and Risk Analysis
retDD R Documentation
Stock with Ticker DD
Description
Weekly returns (RET) of stock with ticker DD for 1986
and 1987, along with market returns (MKT) and risk-free rate (RF).
Usage
data(retDD)
Format
Multivariate time series xts object
Source
Center for Research in Security Prices, LLC (CRSP), an Affiliate
of the University of Chicago Booth School of Business.
Examples
library(PCRA)
library(zoo)
data(retDD)
head(retDD)
range(index(retDD))
PCRA documentation built on Aug. 30, 2023, 9:09 a.m.
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| retDD | R Documentation |
Stock with Ticker DD
Description
Weekly returns (RET) of stock with ticker DD for 1986 and 1987, along with market returns (MKT) and risk-free rate (RF).
Usage
data(retDD)
Format
Multivariate time series xts object
Source
Center for Research in Security Prices, LLC (CRSP), an Affiliate of the University of Chicago Booth School of Business.
Examples
library(PCRA)
library(zoo)
data(retDD)
head(retDD)
range(index(retDD))
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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