stockdata: Logarithmized Stock Index Time Series
In b-brune/tvRRR: Time-varying reduced-rank regression using state-space models

Logarithmized Stock Index Time Series

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log2008

log2020

An object of class data.frame with 520 rows and 8 columns.

A data frame with 454 rows and 8 variables:

Date: Date
DJI: Dow Jones Industrial Average
GDAXI: DAX Performance Index
HSI: Hang Seng Index
N225: Nikkei 225
NASDAQ: NASDAQ Composite
S+P500: S+P 500
TWII: TSEC Weighted Index

log2008 contains 2007 - 2009 Stock Index Time Series

A dataset containing logarithmized closing prices for different stock indices with data ranging from June 01, 2007 to June 01, 2009. Missing values have been imputed using na_kalman() from the imputeTS R-package.

log2020 contains 2019 - 2021 Logarithmized Stock Index Time Series

A dataset containing logarithmized closing prices for different stock indices with data ranging from June 04, 2019 to March 01, 2021. Missing values have been imputed using na_kalman() from the imputeTS R-package.

The data was retrieved March 01, 2021 from