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rugarch (version 1.0-3)

sp500ret: data: Standard and Poors 500 Closing Value Log Return

Description

The S&P500 index closing value log return from 1987-03-10 to 2009-01-30 from yahoo finance.

Usage

data(sp500ret)

Arguments

format

A data.frame containing 1x5523 observations.

source

Yahoo Finance