R/sample_data.R

In GARCHIto: Class of GARCH-Ito Models

#' @title  CSI 300 Index Realized Measures
#' @docType data
#' @description This sample data set contains realized measures, such as realized volatility (RV),
#' bi-power realized volatility (BPV) and jump variation (JV) estimated from CSI 300 Index high-frequency data,
#' it also includes daily low-frequency log returns (return).
#' @format An object with the following elements:
#' \describe{
#' \item{RV}{times series of daily realized volatility estimates}
#' \item{BPV}{times series of daily bi-power realized volatility estimates}
#' \item{JV}{time series of daily jump variation estimates}
#' \item{return}{time series of daily low-frequency returns}
#' }
"sample_data"