logret_data: Example Log Return Time Series
In maxbootR: Efficient Bootstrap Methods for Block Maxima
logret_data R Documentation
Example Log Return Time Series
Description
A tibble containing daily negative log returns of closing prices for the S&P 500 stock market index.
The observation period spans 20 trading years: 1995-01-01 to 2024-12-31.
Usage
data(logret_data)
Format
A tibble with 7,550 rows and 2 columns:
- day
Date of observation (class Date)
- neg_log_ret
Negative log return (numeric)
Details
The data was obtained using the quantmod package with Yahoo Finance as the source.
maxbootR documentation built on June 8, 2025, 10:58 a.m.
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| logret_data | R Documentation |
Example Log Return Time Series
Description
A tibble containing daily negative log returns of closing prices for the S&P 500 stock market index. The observation period spans 20 trading years: 1995-01-01 to 2024-12-31.
Usage
data(logret_data)
Format
A tibble with 7,550 rows and 2 columns:
- day
Date of observation (class
Date)- neg_log_ret
Negative log return (numeric)
Details
The data was obtained using the quantmod package with Yahoo Finance as the source.
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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