lrnokeur: Log Returns of the NOK/EUR Exchange Rate
In SkewHyperbolic: The Skew Hyperbolic Student t-Distribution
lrnokeur R Documentation
Log Returns of the NOK/EUR Exchange Rate
Description
Log returns of daily closing value data of the NOK/EUR (Norwegian
Kroner/Euro) exchange rate, from 04/JAN/1999 to 08/JUL/2003. The
original data was downloaded from the oanda website. The data was
selected to be as similar as possible to the data used in the Aas &
Haff article (see References).
Usage
data(lrnokeur)
Format
A vector of 1647 observations.
Author(s)
David Scott d.scott@auckland.ac.nz, Fiona Grimson
Source
http://www.oanda.com
References
Aas, K. and Haff, I. H. (2006).
The Generalised Hyperbolic Skew Student's t-distribution,
Journal of Financial Econometrics, 4, 275–309.
Examples
##Fit the skew hyperbolic students-t distribution to the data
data(lrnokeur)
fit <- skewhypFit(lrnokeur, method = "nlm", plot = TRUE, print = TRUE)
SkewHyperbolic documentation built on Nov. 26, 2023, 1:06 a.m.
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| lrnokeur | R Documentation |
Log Returns of the NOK/EUR Exchange Rate
Description
Log returns of daily closing value data of the NOK/EUR (Norwegian Kroner/Euro) exchange rate, from 04/JAN/1999 to 08/JUL/2003. The original data was downloaded from the oanda website. The data was selected to be as similar as possible to the data used in the Aas & Haff article (see References).
Usage
data(lrnokeur)
Format
A vector of 1647 observations.
Author(s)
David Scott d.scott@auckland.ac.nz, Fiona Grimson
Source
http://www.oanda.com
References
Aas, K. and Haff, I. H. (2006). The Generalised Hyperbolic Skew Student's t-distribution, Journal of Financial Econometrics, 4, 275–309.
Examples
##Fit the skew hyperbolic students-t distribution to the data
data(lrnokeur)
fit <- skewhypFit(lrnokeur, method = "nlm", plot = TRUE, print = TRUE)
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.
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