sp500ret: Data: Daily logarithmic returns in percentage points of the...

sp500retR Documentation

Data: Daily logarithmic returns in percentage points of the S&P500 index from 1950-01-04 to 2016-06-24

Description

Daily logarithmic returns in percentage points of the S&P500 index from 1950-01-04 to 2016-06-24 obtained from yahoo finance.

Usage

data("sp500ret")

Format

A xts object of dimension 16,727 x 1 containing the daily logarithmic returns in percentage points from 1950-01-04 to 2016-06-24.

Source

Yahoo Finance


aadegboyega/GASModel-Extensions documentation built on Jan. 17, 2025, 3:40 a.m.