index_return | R Documentation |
The stock market returns are recorded for four countries viz., United States (S&P500), Japan (NIKKEI225), Germany (DAX Index), and South Korea (KOSPI). Specifically log return rates (as computed in Section 5 of \Sexpr[results=rd]{tools:::Rd_expr_doi("10.3390/axioms11090462")}) are recorded for 5 months in the year 2009 for all the four countries, where these rates are considered to be Student's t-distributed and used for the purpose of estimating the corresponding degrees of freedom using a Bayesian model-based framework, developed in \Sexpr[results=rd]{tools:::Rd_expr_doi("10.3390/axioms11090462")}.
index_return
A data frame with 4 columns:
name of the country to which the log return rate corresponds to: 'United States', 'Japan', 'Germany', and 'South Korea'
value of the log return rate
an index for the log return rate observations
the date on which the log return rate was recorded
(Lee, 2022), \Sexpr[results=rd]{tools:::Rd_expr_doi("10.3390/axioms11090462")}.
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