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sp500ret

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

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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