DJIRM: Dow Jones Realized Measures
In HARModel: Heterogeneous Autoregressive Models
Description
Format
Details
Source
References
Description
Realized measures for the Dow Jones Industial index from 2001 to september 2018
Format
A large xts object
Details
See the website of the data set for details.
Source
https://realized.oxford-man.ox.ac.uk/data
References
Heber, Gerd, Asger Lunde, Neil Shephard and Kevin Sheppard (2009) "Oxford-Man Institute's realized library",
Oxford-Man Institute, University of Oxford.
Library version: 0.3
HARModel documentation built on Aug. 31, 2019, 5:05 p.m.
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Description Format Details Source References
Description
Realized measures for the Dow Jones Industial index from 2001 to september 2018
Format
A large xts object
Details
See the website of the data set for details.
Source
https://realized.oxford-man.ox.ac.uk/data
References
Heber, Gerd, Asger Lunde, Neil Shephard and Kevin Sheppard (2009) "Oxford-Man Institute's realized library", Oxford-Man Institute, University of Oxford. Library version: 0.3
R Package Documentation
Browse R Packages
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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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