muS.sp500 dataset

Return Expectation and Covariance for "FRAPO"s SP500 data

  • Maintainer: Martin Maechler
  • License: GPL (>= 3) | file LICENSE
  • Last published: 2024-07-29

About the dataset

  • Number of columns: 2
  • Class: list

Column names and types

  • mu:numeric
  • covar:matrixarray