Daily price data for CAPM exercises

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Description

Historic daily quotes from 1993-11-01 to 2003-04-03

Usage

1

Format

A data frame with 2363 observations on the following 6 variables.

Close.tbill

a numeric vector

Close.msft

a numeric vector

Close.sp500

a numeric vector

Close.ge

a numeric vector

Close.ford

a numeric vector

Date

a character vector

Details

Dataset used in:
Example 16.3

Source

David Ruppert's textbook web page: http://people.orie.cornell.edu/~davidr/SDAFE/data/index.html

References

Statistics and Data Analysis for Financial Engineering by David Ruppert, Springer 2010

Examples

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