Description Usage Format References
Returns for all the trading days from November 1, 1993 to April 3, 2003.
1 | data("assets")
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A data frame with 2363 observations on the following 8 variables.
tbill
a vector of returns of the T-bill rates for the trading days.
msf
a vector of returns of the daily closing prices of Microsoft Corporation.
sp500
a vector of returns of the Standard and Poors 500 index for the trading days.
ge
a vector of returns of the daily closing prices of General Electric Company.
ford
a vector of returns of the daily closing prices of Forward Industries Inc.
day
day of trading.
month
month of trading.
year
year of trading.
Ruppert, D (2004) Statistics and Finance. Springer, New York.
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.
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