Banks: Volatility-adjusted log returns of the two Banks Citigroup...
In gofCopula: Goodness-of-Fit Tests for Copulae
Description
A dataset containing the volatility-adjusted log returns of two Banks in the
years 2004-2012.
Format
A list with 9 entries containing the Banks log returns divided by
years.
Source
Yahoo-Finance.
gofCopula documentation built on April 22, 2021, 5:10 p.m.
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Description
A dataset containing the volatility-adjusted log returns of two Banks in the years 2004-2012.
Format
A list with 9 entries containing the Banks log returns divided by years.
Source
Yahoo-Finance.
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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