tenstocks: Monthly simple returns of ten U.S. stocks
In d-/MTS: All-Purpose Toolkit for Analyzing Multivariate Time Series (MTS) and Estimating Multivariate Volatility Models
tenstocks R Documentation
Monthly simple returns of ten U.S. stocks
Description
Monthly simple returns of ten U.S. stocks. The sample period is
from January 2001 to December 2011. Tick symbols of the ten stocks are used
as column names for the returns.
Format
A 2-d list containing 132x11 observations.
Source
The original data were from Center for
Research in Security Prices (CRSP) of the University of Chicago.
The first column denotes the dates.
d-/MTS documentation built on June 12, 2022, 12:50 a.m.
R Package Documentation
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| tenstocks | R Documentation |
Monthly simple returns of ten U.S. stocks
Description
Monthly simple returns of ten U.S. stocks. The sample period is from January 2001 to December 2011. Tick symbols of the ten stocks are used as column names for the returns.
Format
A 2-d list containing 132x11 observations.
Source
The original data were from Center for Research in Security Prices (CRSP) of the University of Chicago. The first column denotes the dates.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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