Stock dataset

Dataset. Yearly maxima of Log Returns of ten stock indices 1990-2015.

satdad packageRead PDF manual
  • Maintainer: Cécile Mercadier
  • License: GPL (>= 3)
  • Last published: 2023-03-29

About the dataset

  • Number of rows: 26
  • Number of columns: 10
  • Class: matrix, array

Column names and types

  • SP500:numeric
  • DJ:numeric
  • NASD:numeric
  • SMI:numeric
  • EURS:numeric
  • CAC:numeric
  • DAX:numeric
  • HSI:numeric
  • SSEC:numeric
  • NIKK:numeric