logret_data {maxbootR} | R Documentation |
Example Log Return Time Series
Description
A tibble containing daily negative log returns of closing prices for the S&P 500 stock market index. The observation period spans 20 trading years: 1995-01-01 to 2024-12-31.
Usage
data(logret_data)
Format
A tibble with 7,550 rows and 2 columns:
- day
Date of observation (class
Date
)- neg_log_ret
Negative log return (numeric)
Details
The data was obtained using the quantmod
package with Yahoo Finance as the source.
[Package maxbootR version 1.0.0 Index]