ch06data: financial time series for Tsay (2005, chapter 6[text])

Description Usage Format Source References See Also

Description

Financial time series used in examples in chapter 6.

Usage

1
2

Format

Objects of class zoo giving returns for each trading day for different periods

Source

http://faculty.chicagogsb.edu/ruey.tsay/teaching/fts2

References

Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley, ch. 6)

See Also

ch01data ch02data ch03data ch04data ch05data


FinTS documentation built on May 29, 2017, 9:08 a.m.