BVDW: Dow Jones Industrial Average and Nasdaq stock indices

Description Usage Format Details Source References See Also Examples

Description

Levels of the Dow Jones Industrial Average and NASDAQ stock indices for the period 03/23/1990 until 03/23/2000.

Usage

1

Format

A data frame with 2610 observations on the following 3 variables.

Date

Date in the format YYYYMMDD.

DJIA

Level of the DIJA.

NASDAQ

Level 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.

References

http://www.nasdaq.com, http://www.djindexes.com

See Also

VDW

Examples

1
2

gogarch documentation built on May 29, 2017, 9:22 p.m.

Search within the gogarch package
Search all R packages, documentation and source code