sp500ret {rugarch}R Documentation

data: Standard and Poors 500 Closing Value Log Return

Description

The S\&P500 index closing value log return from 1987-03-10 to 2009-01-30 from yahoo finance.

Usage

data(sp500ret)

Format

A data.frame containing 1x5523 observations.

Source

Yahoo Finance

[Package rugarch version 1.0-10 Index]