sp500: S&P 500 daily log-returns
In rumidas: Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS
sp500 R Documentation
S&P 500 daily log-returns
Description
Daily data on S&P 500 collected from the realized library of
the Oxford-Man Institute \insertCiteheber_2009rumidas.
Usage
data(sp500)
Format
An object of class "xts".
Source
Realized library of the Oxford-Man Institute
References
\insertAllCited
Examples
head(sp500)
summary(sp500)
plot(sp500)
rumidas documentation built on April 4, 2025, 1:01 a.m.
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| sp500 | R Documentation |
S&P 500 daily log-returns
Description
Daily data on S&P 500 collected from the realized library of the Oxford-Man Institute \insertCiteheber_2009rumidas.
Usage
data(sp500)
Format
An object of class "xts".
Source
Realized library of the Oxford-Man Institute
References
\insertAllCitedExamples
head(sp500)
summary(sp500)
plot(sp500)
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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