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dji30ret

data: Dow Jones 30 Constituents Closing Value Log Return


Description

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.

Usage

data(dji30ret)

Format

A data.frame containing 30x5521 observations.

Source

Yahoo Finance


rugarch

Univariate GARCH Models

v1.4-4
GPL-3
Authors
Alexios Ghalanos [aut, cre], Tobias Kley [ctb]
Initial release
2020-07-14

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