m.excess.c10sp9003 dataset

10 stock and S&P 500 excess returns

FinCovRegularization packageRead PDF manual
  • Maintainer: YaChen Yan
  • License: GPL-2
  • Last published: 2016-04-25

About the dataset

  • Number of rows: 168
  • Number of columns: 11
  • Class: matrix, array

Column names and types (First 10)

  • ABT:numeric
  • LLY:numeric
  • MRK:numeric
  • PFE:numeric
  • F:numeric
  • GM:numeric
  • BP:numeric
  • CVX:numeric
  • RD:numeric
  • XOM:numeric