CRSPday_zoo {LFUrmutils} | R Documentation |
Daily observations from 1969-01-03 to 1998-12-31.
Number of Observations: 2528.
Observation: returns.
Country: United States.
data("CRSPday_zoo")
A multivariate zoo
object containing:
ge
the return for General Electric, Permno 12060
ibm
the return for IBM, Permno 12490
mobil
the return for Mobil Corporation, Permno 15966
Dataset based on CRSPday
in package Ecdat. Original source: Center for Research in Security Prices, Graduate School of Business, University of Chicago, 725 South Wells - Suite 800, Chicago, Illinois 60607, http://www.crsp.com.
Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, http://www.econ.queensu.ca/ETM/, chapter 7, 9 and 15.