sp500: Standard & Poor 500
In extremis: Statistics of Extremes
sp500 R Documentation
Standard & Poor 500
Description
Daily Standard and Poor’s index at close from 1988 till 2007.
Usage
sp500
Format
The sp500 data frame has 5043 rows and 2 columns.
References
de Carvalho, M. (2016) Statistics of extremes: Challenges and
opportunities. In: Handbook of EVT and its Applications to Finance
and Insurance. Eds F. Longin. Hoboken: Wiley.
Einmahl, J. H., Haan, L., and Zhou, C. (2016) Statistics of
heteroscedastic extremes. Journal of the Royal Statistical
Society: Ser. B, 78(1), 31–51.
extremis documentation built on Dec. 9, 2022, 5:08 p.m.
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| sp500 | R Documentation |
Standard & Poor 500
Description
Daily Standard and Poor’s index at close from 1988 till 2007.
Usage
sp500
Format
The sp500 data frame has 5043 rows and 2 columns.
References
de Carvalho, M. (2016) Statistics of extremes: Challenges and opportunities. In: Handbook of EVT and its Applications to Finance and Insurance. Eds F. Longin. Hoboken: Wiley.
Einmahl, J. H., Haan, L., and Zhou, C. (2016) Statistics of heteroscedastic extremes. Journal of the Royal Statistical Society: Ser. B, 78(1), 31–51.
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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