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tenstocks

Monthly simple returns of ten U.S. stocks

Description

Monthly simple returns of ten U.S. stocks. The sample period is from January 2001 to December 2011. Tick symbols of the ten stocks are used as column names for the returns.

Usage

tenstocks

Format

A 2-d list containing 132x11 observations.

Source

The original data were from Center for Research in Security Prices (CRSP) of the University of Chicago. The first column denotes the dates.

MTS

All-Purpose Toolkit for Analyzing Multivariate Time Series (MTS) and Estimating Multivariate Volatility Models

v1.0
Artistic License 2.0
Authors
Ruey S. Tsay and David Wood
Initial release
2018-10-8

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