s_p100_price_adj {Largevars} | R Documentation |
A data frame containing weekly S&P100 prices over ten years: 01.01.2010 - 01.01.2020, The S&P100 includes 101 leading U.S. stocks of which 92 were collected here.
A data frame with 522 rows and 93 variables:
Refer to the data source used in: A. Bykhovskaya and V. Gorin. Cointegration in large vars. Annals of Statistics, 2022.