MSFT: data: Microsoft Corporation logarithmic percentage returns...
In DMQ: Dynamic Multiple Quantile (DMQ) Model
MSFT R Documentation
data: Microsoft Corporation logarithmic percentage returns from December 8, 2010 to November 15, 2018 for a total of T = 2000 observation downloaded from Yahoo finance.
Description
This dataset is the one used in Catania and Luati (2023).
Dow Jones 30 Constituents closing value log returns from 1987-03-16 to
2009-02-03 from Yahoo Finance. Note that AIG was replaced by KFT (Kraft Foods)
on September 22, 2008. This is not reflected in this data set as that would
bring the starting date of the data to 2001.
Usage
data("MSFT")
Format
An xts object of 2000 logarithmic percentage returns.
Source
Yahoo Finance
References
Catania, L, and Luati, A. (2023).
"Semiparametric modeling of multiple quantiles."
Journal of Econometrics
\Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/j.jeconom.2022.11.002")}.
DMQ documentation built on Nov. 2, 2023, 6 p.m.
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| MSFT | R Documentation |
data: Microsoft Corporation logarithmic percentage returns from December 8, 2010 to November 15, 2018 for a total of T = 2000 observation downloaded from Yahoo finance.
Description
This dataset is the one used in Catania and Luati (2023).
Dow Jones 30 Constituents closing value log returns from 1987-03-16 to 2009-02-03 from Yahoo Finance. Note that AIG was replaced by KFT (Kraft Foods) on September 22, 2008. This is not reflected in this data set as that would bring the starting date of the data to 2001.
Usage
data("MSFT")Format
An xts object of 2000 logarithmic percentage returns.
Source
Yahoo Finance
References
Catania, L, and Luati, A. (2023). "Semiparametric modeling of multiple quantiles." Journal of Econometrics \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/j.jeconom.2022.11.002")}.
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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