BVDW: Dow Jones Industrial Average and Nasdaq stock indices
In gogarch: Generalized Orthogonal GARCH (GO-GARCH) Models
BVDW R Documentation
Dow Jones Industrial Average and Nasdaq stock indices
Description
Levels of the Dow Jones Industrial Average and NASDAQ stock indices
for the period 03/23/1990 until 03/23/2000.
Usage
data(BVDW)
Format
A data frame with 2610 observations on the following 3 variables.
DateDate in the format YYYYMMDD.
DJIALevel of the DIJA.
NASDAQLevel of the NASDAQ.
Details
This data set has been utilized in the source below and was kindly
provided by Roy van der Weide.
Source
Boswijk, H. Peter and van der Weide, Roy (2006), Wake me up before you
GO-GARCH, Tinbergen Institute Discussion Paper, TI
2006-079/4, University of Amsterdam and Tinbergen Institute.
See Also
VDW
Examples
data(BVDW)
str(BVDW)
gogarch documentation built on April 29, 2022, 5:06 p.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.
| BVDW | R Documentation |
Dow Jones Industrial Average and Nasdaq stock indices
Description
Levels of the Dow Jones Industrial Average and NASDAQ stock indices for the period 03/23/1990 until 03/23/2000.
Usage
data(BVDW)
Format
A data frame with 2610 observations on the following 3 variables.
DateDate in the format YYYYMMDD.
DJIALevel of the DIJA.
NASDAQLevel of the NASDAQ.
Details
This data set has been utilized in the source below and was kindly provided by Roy van der Weide.
Source
Boswijk, H. Peter and van der Weide, Roy (2006), Wake me up before you GO-GARCH, Tinbergen Institute Discussion Paper, TI 2006-079/4, University of Amsterdam and Tinbergen Institute.
See Also
VDW
Examples
data(BVDW) str(BVDW)
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.