midcap_weekly: CRSP Mid Cap Weekly Returns

Description Usage Format Details Source Examples

Description

Weekly returns data of a selection of large cap stocks.

Usage

1

Format

xts object with weekly observations

Details

CRSP Data used in GARPFRM and related publications with the kind permission of the Center for Research in Security Prices.

see http://www.crsp.com/about-crsp

Source

http://www.crsp.com

Examples

1
2
data(crsp_weekly)
head(midcap_weekly)

GARPFRM documentation built on May 31, 2017, 3:46 a.m.

Search within the GARPFRM package
Search all R packages, documentation and source code