sp500


The S&P 500 index closing value log return from 1998-01-01 to 2015-12-31 from
Yahoo Finance <a href="https://finance.yahoo.com/">https://finance.yahoo.com/</a>.


datasets

The MSGARCH package offers methods to fit (by Maximum Likelihood or Bayesian), simulate, and forecast various Markov-Switching GARCH processes.

Keven Bluteau

MSGARCH

Markov-Switching GARCH Models

sp500 function

Format

Yahoo Finance <a href="https://finance.yahoo.com/">https://finance.yahoo.com/</a>

Source


The S&P 500 index closing value log return from 1998-01-01 to 2015-12-31 from
Yahoo Finance <a href = 'https://finance.yahoo.com/'>https://finance.yahoo.com/</a>.


Yahoo Finance <a href = 'https://finance.yahoo.com/'>https://finance.yahoo.com/</a>

sp500: Log return of the S&P 500 index closing Value

Description

Usage

Arguments

Format

Source