ftse100: FTSE 100 data
In dccmidas: DCC Models with GARCH and GARCH-MIDAS Specifications in the Univariate Step, RiskMetrics, Moving Covariance and Scalar and Diagonal BEKK Models
ftse100 R Documentation
FTSE 100 data
Description
Daily data on FTSE 100 collected from the realized library of
the Oxford-Man Institute \insertCiteheber_2009dccmidas.
Usage
data(ftse100)
Format
An object of class "xts".
Details
ftse100 includes the open price (open_price), the realized variance
(rv5), and the close price (close_price). The realized variance has been calculated
using intradaily intervals of five minutes \insertCiteandersen_boll_1998dccmidas.
Source
Realized library of the Oxford-Man Institute
References
\insertAllCited
Examples
head(ftse100)
summary(ftse100)
dccmidas documentation built on May 29, 2024, 5:26 a.m.
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.
| ftse100 | R Documentation |
FTSE 100 data
Description
Daily data on FTSE 100 collected from the realized library of the Oxford-Man Institute \insertCiteheber_2009dccmidas.
Usage
data(ftse100)
Format
An object of class "xts".
Details
ftse100 includes the open price (open_price), the realized variance (rv5), and the close price (close_price). The realized variance has been calculated using intradaily intervals of five minutes \insertCiteandersen_boll_1998dccmidas.
Source
Realized library of the Oxford-Man Institute
References
\insertAllCitedExamples
head(ftse100)
summary(ftse100)
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.