Description Usage Format Source References See Also
monthly observations from 1960–01 to 2002–12
number of observations : 516
1 |
A time serie containing :
excess returns food industry
excess returns durables industry
excess returns construction industry
excess returns market portfolio
riskfree return
most of the above data are from Kenneth French's data library at http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html.
Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons, chapter 2.
Index.Source
, Index.Economics
, Index.Econometrics
, Index.Observations
,
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