hsi: Hang Seng Stock Market Index

In QRM: Provides R-Language Code to Examine Quantitative Risk Management Concepts

Description

The hsi timeSeries dataset provides the daily closing value for the Hanh Seng Index from January 1994 to March 2004. In addition, the data set is also made available as a data.frame.

Usage

data(hsi)
data(hsi.df)

Examples

data(hsi)
head(hsi)  

Example output

Loading required package: gsl
Loading required package: Matrix
Loading required package: mvtnorm
Loading required package: numDeriv
Loading required package: timeSeries
Loading required package: timeDate

Attaching package: 'QRM'

The following object is masked from 'package:base':

    lbeta

GMT
               HSI
1994-01-03 12086.5
1994-01-04 12201.1
1994-01-05 12167.9
1994-01-06 11384.2
1994-01-07 11001.5
1994-01-10 11366.9

QRM documentation built on April 14, 2020, 6:49 p.m.