data/SandP500.R

In sjp/GeneralizedHyperbolic: The generalized hyperbolic distribution

"SandP500" <-
c(2.7351, 2.934, 3.1995, 2.8919, 2.7688, 2.6458, 2.7688, 2.8919, 
2.8919, 2.9226, 2.8611, 2.6458, 2.7381, 2.7688, 2.3073, 2.3704, 
2.2797, 2.5501, 2.4679, 2.283, 2.391, 2.5374, 2.4154, 2.4154, 
2.5374, 2.391, 2.391, 2.3178, 2.3178, 2.2934, 2.4642, 2.5374, 
2.6594, 2.635, 2.9788, 3.0719, 2.712, 2.4008, 2.4388, 2.1392, 
2.2575, 1.9579, 1.6036, 2.3256, 2.6852, 2.9025, 2.4808, 2.5111, 
2.4203, 2.4203, 2.8741, 2.7834, 3.3279, 2.9044, 2.027, 2.0573, 
2.148, 1.4824, 1.6942, 1.5127, 1.7245, 1.6942, 2.6321, 3.6326, 
3.8663, 3.5387, 3.665, 3.722, 4.1234, 4.195, 4.4286, 4.7498, 
5.0731, 4.4265, 4.5508, 4.3643, 3.581, 3.2453, 3.4442, 4.9239, 
5.844, 6.0181, 5.844, 5.3466, 4.3395, 5.2, 5.64, 5.27, 5.14, 
5.32, 4.6, 5.41, 5.51, 4.41, 4.3, 4.32, 4.22, 4.75, 5.65, 6.02, 
6.87, 7.95, 8.05, 6.57, 8.25, 9.54, 9.84, 6.57, 9.03, 10.3, 9.05, 
9.11, 9.38, 8.04, 7.35, 9.48, 9.8, 6.8, 7.9176, 9.0235, 6.8118, 
7.3176, 8.8471, 8.7176, 10.3529, 12.76, 13.49, 17.66, 24.35, 
21.45, 15.34, 8.1234, 6.8892, 10.1008, 9.4962, 13.4383, 17.1788, 
10.5416, 13.2116, 12.4937, 10.5793, 8.6902, 9.77, 11.67, 13.28, 
17.36, 15.3023, 15.3023, 15.2015, 16.76, 20.41, 23.77, 26.578, 
24.814, 35.987, 45.4786, 46.6751, 39.99, 55.21, 59.89, 58.11, 
71.55, 63.1, 75.02, 84.75, 92.43, 80.33, 96.47, 103.86, 92.06, 
92.15, 102.09, 118.05, 97.55, 68.56, 90.19, 107.46, 95.1, 96.11, 
107.94, 135.76, 122.55, 140.64, 164.93, 167.24, 211.28, 242.17, 
247.08, 277.7199, 353.3998, 330.2199, 417.09, 435.7099, 466.45, 
459.27, 615.93, 740.74, 970.43, 1229.23, 1469.25, 1320.28, 1148.08
)