Ecdat (version 0.2-9)

SP500: Returns on Standard \& Poor's 500 Index

Description

daily observations from 1981--01 to 1991--04

number of observations : 2783

Usage

data(SP500)

Format

A dataframe containing :

r500

daily return S\&P500 (change in log index)

References

Verbeek, Marno (2004) A guide to modern econometrics, John Wiley and Sons, https://feb.kuleuven.be/GME/.

See Also

Index.Source, Index.Economics, Index.Econometrics, Index.Observations,

Index.Time.Series