EURUSDGBPBTCtimesminmax: Minimun and Maximun daily exchange rates

In CircNNTSRmult: Multivariate Circular Data using MNNTS Models

Minimun and Maximun daily exchange rates

Description

Minimun and maximun daily bid and ask exchange rates from Euro-US dollar, GB pound-US dollar, Bitcoin-US dollar from March 22, 2019 to March 22, 2023

Usage

data("EURUSDGBPBTCtimesminmax")

Format

A data frame with 1048 observations on the following 14 variables.

id

Observation number

day1

Date in format day/month/year

EURUSDAskMax

Daily maximum of ask Euro-US dollar exchange rate

EURUSDAskMin

Daily minimum of ask Euro-US dollar exchange rate

EURUSDBidMax

Daily maximum of bid Euro-US dollar exchange rate

EURUSDBidMin

Daily minimum of bid Euro-US dollar exchange rate

GBPUSDAskMax

Daily maximum of ask GB pound-US dollar exchange rate

GBPUSDAskMin

Daily minimum of ask GB pound-US dollar exchange rate

GBPUSDBidMax

Daily maximum of bid GB pound-US dollar exchange rate

GBPUSDBidMin

Daily minimum of bid GB pound-US dollar exchange rate

BTCUSDAskMax

Daily maximum of ask Bitcoin-US dollar exchange rate

BTCUSDAskMin

Daily minimum of ask Bitcoin-US dollar exchange rate

BTCUSDBidMax

Daily maximum of bid Bitcoin-US dollar exchange rate

BTCUSDBidMin

Daily minimum of bid Bitcoin-US dollar exchange rate

Source

Dukascopy publicly available tick-by-tick data

CircNNTSRmult documentation built on Sept. 12, 2023, 9:06 a.m.