StocksBonds: Daily stock and Bond returns
In BEKKs: Multivariate Conditional Volatility Modelling and Forecasting
StocksBonds R Documentation
Daily stock and Bond returns
Description
Bivariate data set consisting of daily S&P 500 bond and MSCI World returns from December 1995 to December 2019.
Usage
data("StocksBonds")
Format
A time series matrix of class mts with 6073 observations on the following 2 variables.
- S&P 500 Bonds
a numeric vector
- MSCI World
a numeric vector
Source
Yahoo Finance.
Examples
data(StocksBonds)
## maybe str(StocksBonds) ; plot(StocksBonds) ...
BEKKs documentation built on April 12, 2025, 1:17 a.m.
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| StocksBonds | R Documentation |
Daily stock and Bond returns
Description
Bivariate data set consisting of daily S&P 500 bond and MSCI World returns from December 1995 to December 2019.
Usage
data("StocksBonds")Format
A time series matrix of class mts with 6073 observations on the following 2 variables.
- S&P 500 Bonds
a numeric vector
- MSCI World
a numeric vector
Source
Yahoo Finance.
Examples
data(StocksBonds)
## maybe str(StocksBonds) ; plot(StocksBonds) ...
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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