cac40: CAC 40 Stock Market Index (France)

In QRM: Provides R-Language Code to Examine Quantitative Risk Management Concepts

Description

This timeSeries data set provides the daily closing values of the French CAC 40 stock index for the period 1994 to March 2004. In addition, the data set is also made available as a data.frame.

Usage

data(cac40)
data(cac40.df)

Examples

data(cac40)
head(cac40)  

Example output

Loading required package: gsl
Loading required package: Matrix
Loading required package: mvtnorm
Loading required package: numDeriv
Loading required package: timeSeries
Loading required package: timeDate

Attaching package: 'QRM'

The following object is masked from 'package:base':

    lbeta

GMT
            CAC40
1994-01-03 2290.6
1994-01-04 2274.3
1994-01-05 2249.6
1994-01-06 2275.1
1994-01-07 2307.6
1994-01-10 2317.3

QRM documentation built on April 14, 2020, 6:49 p.m.