IndexReturns2D: Log returns of european stock indices
In gofCopula: Goodness-of-Fit Tests for Copulae
IndexReturns2D R Documentation
Log returns of european stock indices
Description
A dataset containing the log returns of two european stock indices in the
year 1998.
Format
A matrix with 100 rows and 2 columns
Source
The raw data are part of the R datasets and were kindly provided by
Erste Bank AG, Vienna, Austria.
gofCopula documentation built on June 8, 2025, 9:34 p.m.
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| IndexReturns2D | R Documentation |
Log returns of european stock indices
Description
A dataset containing the log returns of two european stock indices in the year 1998.
Format
A matrix with 100 rows and 2 columns
Source
The raw data are part of the R datasets and were kindly provided by Erste Bank AG, Vienna, Austria.
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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