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

sp500rvR Documentation

Data: SP500 Daily 5 minutes Realized Volatility from 2000-01-03 to 2000-01-10

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

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 Sept. 11, 2024, 8:13 p.m.