returns: Stock returns of 20 companies
In svines: Stationary Vine Copula Models
returns R Documentation
Stock returns of 20 companies
Description
Daily log returns of 20 companies from the insurance, automotive,
technology, energy, and aviation sectors. The observation period is from
2015-01-01 to 2019-12-31. Trading dates are not stored in the dataset.
Usage
returns
Format
A data frame with 1,296 observations and 20 numeric variables, one
for each company: Allianz, AXA, Generali, MetLife, Prudential, Ping An,
BMW, General Motors, Toyota, Hyundai, Microsoft, Apple, Amazon, Alphabet,
Alibaba, Exxon, Shell, PetroChina, Airbus, and Boeing.
Source
Historical prices obtained from
Yahoo Finance.
svines documentation built on Sept. 1, 2026, 1:08 a.m.
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| returns | R Documentation |
Stock returns of 20 companies
Description
Daily log returns of 20 companies from the insurance, automotive, technology, energy, and aviation sectors. The observation period is from 2015-01-01 to 2019-12-31. Trading dates are not stored in the dataset.
Usage
returns
Format
A data frame with 1,296 observations and 20 numeric variables, one for each company: Allianz, AXA, Generali, MetLife, Prudential, Ping An, BMW, General Motors, Toyota, Hyundai, Microsoft, Apple, Amazon, Alphabet, Alibaba, Exxon, Shell, PetroChina, Airbus, and Boeing.
Source
Historical prices obtained from 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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