data: Dow Jones 30 Constituents Closing Value Log Return
数据:道琼斯30种成份股收盘价log返回
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Dow Jones 30 Constituents closing value log returns from 1987-03-16 to 2009-02-03 from yahoo finance. Note that AIG was replaced by KFT (Kraft Foods) on September 22, 2008. This is not reflected in this data set as that would bring the starting date of the data to 2001.<br> The dataset is provided for the benchmarking of portfolio optimization problems.
道琼斯30种成份股收盘值记录表从1987-03-16到2009-02-03雅虎财经。请注意,AIG被替换了卡夫食品(KFT)2008年9月22日。这是没有反映在这个数据集,因为这会带来的数据的起始日期到2001年。<br>该数据集是为标杆的投资组合优化问题。
用法----------Usage----------
data(dji30ret)
格式----------Format----------
A data.frame containing 30x5521 observations.
数据框包含30x5521观察。