DJIRM: Dow Jones Realized Measures

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 Jan. 24, 2019, 5:04 p.m.