gamlss.data (version 4.2-0)

tse: The Turkish stock exchange index

Description

The Turkish stock exchange index, was recorded daily from 1/1/1988 to 31/12/1998. The daily returns, ret=log(I_(i+1)/I_(i)), were obtained for i = 1,2,...,2868.

Usage

data(tse)

docType

data

References

Ricard D. F. Harris and C. Coskun Kucukozen The Empirical Distribution of Stock returns: Evidence from a Emerging European Market, Applied Economic Letters, 2001,8, pages 367-371.

Examples

data(tse)
plot(ts(tse$ret))