dji30retw: data: Dow Jones 30 Constituents Closing Value log Weekly...
In rmgarch: Multivariate GARCH Models
Description
Usage
Format
Source
Description
Dow Jones 30 Constituents closing value weekly (Friday) log returns from
1987-03-16 to 2009-02-03 from Yahoo Finance. Note that AIG was replaced by KFT
(Kraft Foods) on September 22, 2008. This is not reflected in this data set as
that would bring the starting date of the data to 2001. When data was not
available for a Friday, the closest previous close for which data was available
was used.
Usage
1
Format
A data.frame containing 30x1141 observations.
Source
Yahoo Finance
rmgarch documentation built on Feb. 5, 2022, 1:07 a.m.
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Description Usage Format Source
Description
Dow Jones 30 Constituents closing value weekly (Friday) log returns from 1987-03-16 to 2009-02-03 from Yahoo Finance. Note that AIG was replaced by KFT (Kraft Foods) on September 22, 2008. This is not reflected in this data set as that would bring the starting date of the data to 2001. When data was not available for a Friday, the closest previous close for which data was available was used.
Usage
1 |
Format
A data.frame containing 30x1141 observations.
Source
Yahoo Finance
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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