PriceVol: Dataset price-volumn of 17 mareket indices
In GVARX: Perform Global Vector Autoregression Estimation and Inference
PriceVol R Documentation
Dataset price-volumn of 17 mareket indices
Description
A nine-year balanced panel price-volumn data of 17 mareket indices, 2006/8/30-2014/11/19
Usage
data("PriceVol")
Format
A data frame with 0 observations on the following 2 variables.
IDNames of country, cross-section ID
TimeTime index
RetDaily returns computed by close-to-close
VolDaily transaction volumn, by log
Source
Yahoo finance
Examples
data(PriceVol)
GVARX documentation built on Feb. 16, 2023, 10:56 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| PriceVol | R Documentation |
Dataset price-volumn of 17 mareket indices
Description
A nine-year balanced panel price-volumn data of 17 mareket indices, 2006/8/30-2014/11/19
Usage
data("PriceVol")
Format
A data frame with 0 observations on the following 2 variables.
IDNames of country, cross-section ID
TimeTime index
RetDaily returns computed by close-to-close
VolDaily transaction volumn, by log
Source
Yahoo finance
Examples
data(PriceVol)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.