dataexample: Stock market indexes (daily closing prices).
In W2CWM2C: A Graphical Tool for Wavelet (Cross) Correlation and Wavelet Multiple (Cross) Correlation Analysis
Description
Usage
Format
Source
Description
The data set dataexample contains seven European stock market
indexes (daily closing prices): FTSE MIB30 (Italy), IBEX35 (Spain),
DAX30 (Germany), CAC40 (France), AEX25 (Netherlands), ATX20 (Austria)
and NBEL20 (Belgium) spanning from January 2, 2004 to June 29, 2012.
In order to cope with the different official holidays, we have adjusted
the raw indices data, carrying forward the closing price from the last
working day before each of these holidays.
Usage
1
Format
A list containing 2216 elements and 7 variables
Source
W2CWM2C documentation built on Jan. 13, 2021, 11:54 a.m.
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Description Usage Format Source
Description
The data set dataexample contains seven European stock market indexes (daily closing prices): FTSE MIB30 (Italy), IBEX35 (Spain), DAX30 (Germany), CAC40 (France), AEX25 (Netherlands), ATX20 (Austria) and NBEL20 (Belgium) spanning from January 2, 2004 to June 29, 2012. In order to cope with the different official holidays, we have adjusted the raw indices data, carrying forward the closing price from the last working day before each of these holidays.
Usage
1 |
Format
A list containing 2216 elements and 7 variables
Source
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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