df_financial dataset

Stock returns and financial conditions.

mfGARCH packageRead PDF manual
  • Maintainer: Onno Kleen
  • License: MIT + file LICENSE
  • Last published: 2021-06-17

About the dataset

  • Number of rows: 11306
  • Number of columns: 5
  • Class: tbl_df, tbl, data.frame

Column names and types

  • date:Date
  • return:numeric
  • rv:numeric
  • week:Date
  • nfci:numeric