Coffee log-returns

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Description

Numeric vector giving the daily log-returns on the close of the Front Month futures contract of Brazilian coffee (BCofLRet) and Colombian coffee (CCofLRet).

Usage

1

Format

Object of a numeric vector.

Source

R. A. Carmona: Statistical Analysis of Financial Data in S-Plus, (2004) Springer Verlag, Chapter 2

Examples

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data(BCofLRet)
data(CCofLRet)
## maybe str(BCofLRet) ; plot(BCofLRet) ...