tse: The Turkish stock exchange index
In mstasinopoulos/GAMLSS-data: Data for Generalized Additive Models for Location Scale and Shape
tse R Documentation
The Turkish stock exchange index
Description
The Turkish stock exchange index, was recorded daily from
1/1/1988 to 31/12/1998.
The daily returns, ret=log(I_(i+1)/I_(i)), were obtained for i = 1,2,...,2868.
Usage
data(tse)
Format
A data frame with 2868 observations on the following 4 variables.
yearthe year
monththe month
daythe day
retday returns ret[t]=ln(currency[t])-ln(currency[t-1])
currencythe currency exchange rate
tlday return ret[t]=log10(currency[t])-log10(currency[t-1])
References
Ricard D. F. Harris and C. Coskun Kucukozen
The Empirical Distribution of Stock returns: Evidence from a Emerging European Market,
Applied Economic Letters, 2001,8, pages 367-371.
Examples
data(tse)
plot(ts(tse$ret))
mstasinopoulos/GAMLSS-data documentation built on March 23, 2024, 7:21 a.m.
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| tse | R Documentation |
The Turkish stock exchange index
Description
The Turkish stock exchange index, was recorded daily from
1/1/1988 to 31/12/1998.
The daily returns, ret=log(I_(i+1)/I_(i)), were obtained for i = 1,2,...,2868.
Usage
data(tse)Format
A data frame with 2868 observations on the following 4 variables.
yearthe year
monththe month
daythe day
retday returns
ret[t]=ln(currency[t])-ln(currency[t-1])currencythe currency exchange rate
tlday return
ret[t]=log10(currency[t])-log10(currency[t-1])
References
Ricard D. F. Harris and C. Coskun Kucukozen The Empirical Distribution of Stock returns: Evidence from a Emerging European Market, Applied Economic Letters, 2001,8, pages 367-371.
Examples
data(tse)
plot(ts(tse$ret))
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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