StockIndex: Stock Index Data

In FRAPO: Financial Risk Modelling and Portfolio Optimisation with R

Description

Month-end price data of six stock indices.

Usage

data(StockIndex)

Format

A data frame with 240 month-end observations of six stock indices: SP 500, Nikkei 225, FTSE 100, CAC40, GDAX and Hang Seng index. The sample starts at 1991-07-31 and ends in 2011-06-30.

Details

The data set has been obtained from Yahoo Finance and hereby the unadjusted closing prices have been retrieved.

Source

http://finance.yahoo.com/

Examples

data(StockIndex)

Example output

Loading required package: cccp
Loading required package: Rglpk
Loading required package: slam
Using the GLPK callable library version 4.52
Loading required package: timeSeries
Loading required package: timeDate
Financial Risk Modelling and Portfolio Optimisation with R (version 0.4-1)

FRAPO documentation built on May 2, 2019, 5:24 p.m.