Download Data from Kenneth French's Website

Downloads all the datasets (you can exclude the daily ones or specify a list of those you are targeting specifically) from Kenneth French's Website at < https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html>, process them and convert them to list of 'xts' (time series).


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Reference manual

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install.packages("FFdownload")

1.0.6 by Sebastian Stoeckl, 6 months ago


Browse source code at https://github.com/cran/FFdownload


Authors: Sebastian Stoeckl [aut, cre] , Package commissioner and maintainer.) , Annar Massimov [aut, ctb] (Original developer of FFdownload.)


Documentation:   PDF Manual  


Task views: Empirical Finance


MIT + file LICENSE license


Depends on utils, stats, rvest, xts, xml2, zoo, plyr


See at CRAN