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This dataset, nikkei_stock_index_df, is a data frame containing the daily log returns in percent of the NIKKEI stock index for the period from 1984-01-04 to 2000-12-22.

Usage

data(nikkei_stock_index_df)

Format

A data frame with 4,246 observations and 2 variables:

index

Date or index label (character)

value

Daily log return in percent (numeric)

Source

Data taken from the tsgarch package version 1.0.3

Details

The dataset name has been kept as 'nikkei_stock_index_df' to avoid confusion with other datasets in the R ecosystem. This naming convention helps distinguish this dataset as part of the JapanAPIs package and assists users in identifying its specific characteristics. The suffix 'df' indicates that the dataset is a data frame. The original content has not been modified in any way.