sp500: S&P 500 data

sp500R Documentation

S&P 500 data

Description

Daily data on S&P 500 collected from the realized library of the Oxford-Man Institute \insertCiteheber_2009dccmidas.

Usage

data(sp500)

Format

An object of class "xts".

Details

sp500 includes the open price (open_price), the realized variance (rv5), and the close price (close_price). The realized variance has been calculated using intradaily intervals of five minutes \insertCiteandersen_boll_1998dccmidas.

Source

Realized library of the Oxford-Man Institute

References

\insertAllCited

Examples

head(sp500)
summary(sp500)

dccmidas documentation built on May 29, 2024, 5:26 a.m.

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