GAS (version 0.1.1)

StockIndices: data: Daily logarithmic returns in percentage points of the DAX, FTSEMIB and CAC40 from 2007-01-03 to 2016-06-24

Description

data: Daily logarithmic returns in percentage points of the DAX, FTSEMIB and CAC40 from 2007-01-03 to 2016-06-24 obtained from yahoo finance https://finance.yahoo.com/.

Usage

data(StockIndices)

Format

A matrix object of dimension 2445 x 3 containing the daily logarithmic returns in percentage points from 2007-01-03 to 2016-06-24. Missing values are simply removed.

References

https://finance.yahoo.com/

Examples

## Not run: 
# library(quantmod)
# 
# Ticker = c( "^GDAXI", "FTSEMIB.MI", "^FCHI" )
# 
# From = "2007-01-01"
# To   = "2016-06-24"
# 
# StockEnv = new.env(has = TRUE)
# 
# getSymbols(Ticker, from = From, to = To, env = StockEnv)
# 
# mPrices = do.call(cbind, eapply(StockEnv, Ad ))
# 
# mRet    = diff( log( mPrices ) )
# 
# colnames( mRet ) = c( "DAX", "FTSEMIB", "CAC40" )
# 
# StockIndices = mRet[-1,]
# ## End(Not run)