monthly observations from 1960--01 to 2002--12
number of observations : 516
data(Capm)
A time serie containing :
excess returns food industry
excess returns durables industry
excess returns construction industry
excess returns market portfolio
riskfree return
Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons, chapter 2.
Index.Source
, Index.Economics
, Index.Econometrics
, Index.Observations
,