sp500rv: Data: SP500 Daily 5 minutes Realized Volatility from...
In GAS: Generalized Autoregressive Score Models
Description
Usage
Format
References
Description
Oxford-Man Institute Daily 5 minutes Realized Volatility from 2000-01-03 to 2000-01-10
for the SP500 Index available at https://realized.oxford-man.ox.ac.uk/data.
Usage
1
data("sp500rv")
Format
A xts object containing 4,310 observations from 2000-01-03 to 2000-01-10.
References
https://realized.oxford-man.ox.ac.uk/data
GAS documentation built on Feb. 4, 2022, 5:12 p.m.
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Description Usage Format References
Description
Oxford-Man Institute Daily 5 minutes Realized Volatility from 2000-01-03 to 2000-01-10 for the SP500 Index available at https://realized.oxford-man.ox.ac.uk/data.
Usage
1 | data("sp500rv")
|
Format
A xts object containing 4,310 observations from 2000-01-03 to 2000-01-10.
References
https://realized.oxford-man.ox.ac.uk/data
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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