CRSPday_zoo: Daily Returns from the CRSP Database
In LFUrmutils: LFU Risk Management Utilities
Description
Usage
Format
Source
References
Description
Daily observations from 1969-01-03 to 1998-12-31.
Number of Observations: 2528.
Observation: returns.
Country: United States.
Usage
1
data("CRSPday_zoo")
Format
A multivariate zoo object containing:
gethe return for General Electric, Permno 12060
ibmthe return for IBM, Permno 12490
mobilthe return for Mobil Corporation, Permno 15966
Source
Dataset based on CRSPday in package Ecdat. Original source: Center for Research in Security Prices, Graduate School of Business, University of Chicago, 725 South Wells - Suite 800, Chicago, Illinois 60607, http://www.crsp.com.
References
Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, http://www.econ.queensu.ca/ETM/, chapter 7, 9 and 15.
LFUrmutils documentation built on Jan. 3, 2020, 3 a.m.
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Description Usage Format Source References
Description
Daily observations from 1969-01-03 to 1998-12-31.
Number of Observations: 2528.
Observation: returns.
Country: United States.
Usage
1 | data("CRSPday_zoo")
|
Format
A multivariate zoo object containing:
gethe return for General Electric, Permno 12060
ibmthe return for IBM, Permno 12490
mobilthe return for Mobil Corporation, Permno 15966
Source
Dataset based on CRSPday in package Ecdat. Original source: Center for Research in Security Prices, Graduate School of Business, University of Chicago, 725 South Wells - Suite 800, Chicago, Illinois 60607, http://www.crsp.com.
References
Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, http://www.econ.queensu.ca/ETM/, chapter 7, 9 and 15.
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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