msci: MSCI

Description Usage Format Details Source

Description

MSCI country data from 2006-2010 Downloaded by Ben Sepanski

Usage

1

Format

A matrix with 1043 rows and 24 columns of daily closing prices. Each row represents a trading day and each column represents an asset. Each entry is a price relative: if a stock has price p_t at trading period t, it has price relative \frac{p_t}{p_{t-1}} at trading period t.

Details

Market:

New York Stock Exchange

Number of stocks

24

Number of days

1043

Number of years

4

Period

Jan 4, 2006 - March 31, 2010

Source

https://github.com/OLPS/OLPS/tree/master/Data


benSepanski/pfselect documentation built on May 1, 2020, 1:57 p.m.