R: The Turkish stock exchange index

tse {gamlss.data} | R Documentation

## The Turkish stock exchange index

### Description

The Turkish stock exchange index, was recorded daily from 1/1/1988 to 31/12/1998. The daily returns, `ret=log(I_(i+1)/I_(i))`, were obtained for i = 1,2,...,2868.

### Usage

    data(tse)

### Format

A data frame with 2868 observations on the following 4 variables.

`year`

  the year

`month`

  the month

`day`

  the day

`ret`

  day returns `ret[t]=ln(currency[t])-ln(currency[t-1])`

`currency`

  the currency exchange rate

`tl`

  day return `ret[t]=log10(currency[t])-log10(currency[t-1])`

### References

Ricard D. F. Harris and C. Coskun Kucukozen The Empirical Distribution of Stock returns: Evidence from a Emerging European Market, Applied Economic Letters, 2001,8, pages 367-371.

### Examples

    data(tse)
    plot(ts(tse$ret))

[Package gamlss.data version 5.1-0 Index]