mistr: stocks – R documentation

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stocks

Log-returns of Five Stocks

Description

A dataset containing the log-returns of adjusted closing prices from 04.01.2007 to 30.10.2017. The dataset contains data of Microsoft, SAP, Adidas, S&P 500 (index) and Dow Jones Industrial Average (index).

Usage

stocks

Format

A data frame with 2726 rows and 5 variables:

MSFT: Microsoft Corporation
SAP: Systems, Applications & Products in Data Processing
ADS: Adidas
GSPC: S&P 500
DJI: Dow Jones Industrial Average

Source

quantmod

mistr

Mixture and Composite Distributions

v0.0.4

GPL-3

Authors

Lukas Sablica [aut, cre] (<https://orcid.org/0000-0001-9166-4563>), Kurt Hornik [aut] (<https://orcid.org/0000-0003-4198-9911>)

Initial release