astsa (version 1.1)

nyse: Returns of the New York Stock Exchange

Description

Returns of the New York Stock Exchange (NYSE) from February 2, 1984 to December 31, 1991.

Usage

data(nyse)

format

The format is: Time-Series [1:2000] from 1 to 2000: 0.00335 -0.01418 -0.01673 0.00229 -0.01692 ...

source

S+GARCH module - Version 1.1 Release 2: 1998