nikkei: Nikkei Stock Market Index

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

Description

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

Usage

data(nikkei)
data(nikkei.df)

Examples

data(nikkei)
head(nikkei)  

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
           NIKKEI
1994-01-04  17370
1994-01-05  17783
1994-01-06  17882
1994-01-07  18124
1994-01-10  18443
1994-01-11  18485

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