logReturns: Monthly maxima of log-return exchange rates of the Pound...
In ExtremalDep: Extremal Dependence Models
logReturns R Documentation
Monthly maxima of log-return exchange rates of the Pound Sterling (GBP)
against the US dollar (USD) and the Japanese yen (JPY), between March 1991 and
December 2014
Description
The dataset logReturns contains four columns:
date_USD and USD give the date and value of the monthly maxima
of the log-return exchange rate GBP/USD, while date_JPY and JPY
give the date and value of the monthly maxima of the log-return exchange rate
GBP/JPY.
Format
A 286 \times 4 matrix. The first and third columns are of type
"character", while the second and fourth columns are of type
"numeric".
ExtremalDep documentation built on Aug. 21, 2025, 5:57 p.m.
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.
| logReturns | R Documentation |
Monthly maxima of log-return exchange rates of the Pound Sterling (GBP) against the US dollar (USD) and the Japanese yen (JPY), between March 1991 and December 2014
Description
The dataset logReturns contains four columns:
date_USD and USD give the date and value of the monthly maxima
of the log-return exchange rate GBP/USD, while date_JPY and JPY
give the date and value of the monthly maxima of the log-return exchange rate
GBP/JPY.
Format
A 286 \times 4 matrix. The first and third columns are of type
"character", while the second and fourth columns are of type
"numeric".
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.