sp500

Log-returns from daily quotes of the Standard &amp; Poors 500
Index.

datasets

Library of functions for the statistical analysis and simulation of Locally Stationary Wavelet Packet (LSWP) processes. The methods implemented by this library are described in Cardinali and Nason (2017) <doi:10.1111/jtsa.12230>.

Alessandro Cardinali

LSWPlib

Simulation and Spectral Estimation of Locally Stationary Wavelet
Packet Processes

Guy Nason

sp500 function

A vector containing 1024 daily log-returns.<dl class="dl-horizontal">
 <dt>Period Covered</dt><dd>The data cover the period April 1996 - December 1999.</dd>
</dl>

Format

Daily log-returns for the S&amp;P 500 stock index. — sp500

A vector containing 1024 daily log-returns.<dl class='dl-horizontal'>
 <dt>Period Covered</dt><dd>The data cover the period April 1996 - December 1999.</dd>
</dl>

sp500: Daily log-returns for the S&P 500 stock index.

Description

Usage

Arguments

Format