DaxCacNik: Log-returns of daily indices of stock markets in Frankfurt,...
In bayesDccGarch: Methods and Tools for Bayesian Dynamic Conditional Correlation GARCH(1,1) Model
DaxCacNik R Documentation
Log-returns of daily indices of stock markets in Frankfurt, Paris and Tokio
Description
The matrix DaxCacNik contains daily observations of the
hundredfold log-returns of daily indices of stock markets in Frankfurt (DAX),
Paris (CAC40) and Tokyo (NIKKEI), from 10 October 1991 until 30 December 1997
(a total of 1627 days). The stock market data is freely available at
https://robjhyndman.com/tsdldata/data/FVD1.dat.
Usage
data(DaxCacNik)
Author(s)
Jose Augusto Fiorucci, Ricardo Sandes Ehlers and Francisco Louzada
References
Fioruci, J.A., Ehlers, R.S. Andrade Filho, M.G.
Bayesian multivariate GARCH models with dynamic correlations
and asymmetric error distributions, Journal of Applied Statistics,
41(2), 320–331, 2014. <doi:10.1080/02664763.2013.839635>
bayesDccGarch documentation built on April 22, 2023, 9:08 a.m.
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| DaxCacNik | R Documentation |
Log-returns of daily indices of stock markets in Frankfurt, Paris and Tokio
Description
The matrix DaxCacNik contains daily observations of the
hundredfold log-returns of daily indices of stock markets in Frankfurt (DAX),
Paris (CAC40) and Tokyo (NIKKEI), from 10 October 1991 until 30 December 1997
(a total of 1627 days). The stock market data is freely available at
https://robjhyndman.com/tsdldata/data/FVD1.dat.
Usage
data(DaxCacNik)Author(s)
Jose Augusto Fiorucci, Ricardo Sandes Ehlers and Francisco Louzada
References
Fioruci, J.A., Ehlers, R.S. Andrade Filho, M.G. Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions, Journal of Applied Statistics, 41(2), 320–331, 2014. <doi:10.1080/02664763.2013.839635>
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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