Sample5minutes: Ten simulated prices series for 19 trading days in January...

Description Usage Format Author(s)

Description

Ten hypothetical price series were simulated according to the factor diffusion process discussed in Barndorff-Nielsen et al.

Usage

1
data("Sample5minutes")

Format

xts object

Author(s)

Andrea Bucci


starvars documentation built on Jan. 18, 2022, 1:08 a.m.