dy2009: Dataset of Diebold and Yilmaz (2009)
In ConnectednessApproach: Connectedness Approach
dy2009 R Documentation
Dataset of Diebold and Yilmaz (2009)
Description
For detailed information see: Diebold, F. X., & Yilmaz, K. (2009). Measuring financial asset return and volatility spillovers, with application to global equity markets. The Economic Journal, 119(534), 158-171.
Usage
data(dy2009)
Format
A zoo data.frame containing 30x1141 observations.
Source
Yahoo Finance
ConnectednessApproach documentation built on Aug. 31, 2022, 5:05 p.m.
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| dy2009 | R Documentation |
Dataset of Diebold and Yilmaz (2009)
Description
For detailed information see: Diebold, F. X., & Yilmaz, K. (2009). Measuring financial asset return and volatility spillovers, with application to global equity markets. The Economic Journal, 119(534), 158-171.
Usage
data(dy2009)
Format
A zoo data.frame containing 30x1141 observations.
Source
Yahoo Finance
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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