R/data.R

In EchoRLiu/robustGarch: Robust Garch(1,1) Model

#' Daily log return of the GSPC from 2000-02-01 to 2006-01-31
#'
#' This is processed from the original ^GSPC.csv dataframe.
#'
#' @docType data
#'
#' @usage  data(rtn)
#'
#' @format A vector with length 5029.
#' \describe{
#'   \item{log return}{log return}
#'   ...
#' }
#'
#' @keywords datasets
#'
#' @source \url{https://finance.yahoo.com/quote/%5EGSPC/history?period1=949363200&period2=1025222400&interval=1d&filter=history&frequency=1d}
"GSPC"