Name:

Description:

daily observations from 1981–01 to 1991–04

number of observations : 2783

Variables:

A dataframe containing :

r500

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

Link To Google Sheets:

Rows:

Columns:

Files:

License Type:

References/Notes/Attributions:

References

Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons.

See Also

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

Index.Observations, Index.Time.Series

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