dji30ret: data: Dow Jones 30 Constituents Closing Value Log Return

Description Usage Format Source


Dow Jones 30 Constituents closing value log returns from 1987-03-16 to 2009-02-03 from yahoo finance. Note that AIG was replaced by KFT (Kraft Foods) on September 22, 2008. This is not reflected in this data set as that would bring the starting date of the data to 2001.




A data.frame containing 30x5521 observations.


Yahoo Finance

rgarch documentation built on May 21, 2017, 1:18 a.m.
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