spy: Daily closing prices for the S&P500 from 2005 to 2018.

Description Usage Format

Description

A dataset containing the prices and log-returns of the S&P500 from 2005 to 2018

Usage

1

Format

A data frame with 3522 rows and 3 variables:

date

date

price

price, in US dollars

log_return

logarithmic return

...


stochvolTMB documentation built on Aug. 13, 2021, 5:07 p.m.