stock.prices: Daily Stock Prices
In Spillover: Spillover/Connectedness Index Based on VAR Modelling
stock.prices R Documentation
Daily Stock Prices
Description
A dataset consisting of 3507 daily observations on closed price for six leading stock indices:
S&P 500 (US), FTSE 100 (UK), EURO STOXX 50 (Eurozone), BOVESPA (Brazil), NIKKEI 225 (Japan) and
S&P ASX 200 (Australia). EURO STOXX 50 covers 50 stocks from 12 Eurozone countries: Austria, Belgium,
Finland, France, Germany, Greece, Ireland, Italy, Luxembourg, the Netherlands, Portugal and Spain.
The period for this dataset is from December 31, 1999 to June 10, 2013. All series are in US Dollars.
Format
a zoo-class dataset
Examples
data(stock.prices)
head(stock.prices) # First 6 observations
tail(stock.prices) # Last 6 observations
Spillover documentation built on June 22, 2024, 12:25 p.m.
R Package Documentation
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| stock.prices | R Documentation |
Daily Stock Prices
Description
A dataset consisting of 3507 daily observations on closed price for six leading stock indices: S&P 500 (US), FTSE 100 (UK), EURO STOXX 50 (Eurozone), BOVESPA (Brazil), NIKKEI 225 (Japan) and S&P ASX 200 (Australia). EURO STOXX 50 covers 50 stocks from 12 Eurozone countries: Austria, Belgium, Finland, France, Germany, Greece, Ireland, Italy, Luxembourg, the Netherlands, Portugal and Spain. The period for this dataset is from December 31, 1999 to June 10, 2013. All series are in US Dollars.
Format
a zoo-class dataset
Examples
data(stock.prices)
head(stock.prices) # First 6 observations
tail(stock.prices) # Last 6 observations
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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