Gloria Gonzalez-Rivera, Yun Luo, and Esther Ruiz, "Prediction Regions for Interval-Valued Time Series", Journal of Applied Econometrics, Vol. 35, No. 4, 2020, pp. 373-390. The data file is an ASCII file in DOS format organized as a .csv file. It is zipped in the file glr-data.zip. Unix/Linux users should use "unzip -a". SP500.csv This file contains the daily S&P500 index prices (open price, high price, low price, and close price) from January 2, 2009 through April 20, 2018 for a total of 2341 observations. Source: Yahoo Finance Yun Luo yun.luo[AT]email.ucr.edu