sp500rv: Data: SP500 Daily 5 minutes Realized Volatility from...

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 http://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

http://realized.oxford-man.ox.ac.uk/data


GAS documentation built on Dec. 23, 2017, 5:16 p.m.