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indices

Monthly returns of five indices


Description

Monthly returns of indices representing five asset/investment classes Bonds, Stocks, Commodities, Emerging Markets and High Yield Bonds.

Usage

data(indices)

Format

hy.bond

JPMorgan High Yield Bond A (Yahoo symbol “OHYAX”).

emerging.mkt

Morgan Stanley Emerging Markets Fund Inc. (Yahoo symbol “MSF”).

commodity

Dow Jones-AIG Commodity Index (Yahoo symbol “DJI”).

bond

Barclays Global Investors Bond Index (Yahoo symbol “WFBIX”).

stock

Vanguard Total Stock Mkt Idx (Yahoo symbol “VTSMX”).

See Also

Examples

data(indices)

  pairs(indices)

ghyp

Generalized Hyperbolic Distribution and Its Special Cases

v1.6.1
GPL (>= 2)
Authors
Marc Weibel, David Luethi, Wolfgang Breymann
Initial release
2020-04-27

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