stocks: Daily data on returns of Toyota, Nissan, and Honda stocks.

stocksR Documentation

Daily data on returns of Toyota, Nissan, and Honda stocks.

Description

A dataset used by Stata to illustrate MGARCH models containing daily data on returns of Toyota, Nissan, and Honda stocks.

Usage

stocks

Format

Data frame with 2015 rows and 5 variables:

date

Date

t

Sequential time index

toyota

Daily returns for Toyota stock

nissan

Daily returns for Nissan stock

honda

Daily returns for Honda stock


bmgarch documentation built on Sept. 12, 2023, 1:13 a.m.