Levels of the Dow Jones Industrial Average and NASDAQ stock indices for the period 03/23/1990 until 03/23/2000.
A data frame with 2610 observations on the following 3 variables.
Date in the format YYYYMMDD.
Level of the DIJA.
Level of the NASDAQ.
This data set has been utilized in the source below and was kindly provided by Roy van der Weide.
Boswijk, H. Peter and van der Weide, Roy (2006), Wake me up before you GO-GARCH, Tinbergen Institute Discussion Paper, TI 2006-079/4, University of Amsterdam and Tinbergen Institute.
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