exrates: Euro exchange rate data
In stochvol: Efficient Bayesian Inference for Stochastic Volatility (SV) Models

exrates

R Documentation

Euro exchange rate data

Description

The data set contains the daily bilateral prices of one Euro in 23 currencies from January 3, 2000, until April 4, 2012. Conversions to New Turkish Lira and Fourth Romanian Leu have been incorporated.

Source

ECB Statistical Data Warehouse (https://sdw.ecb.europa.eu)

Examples


## Not run: 
data(exrates)
dat <- logret(exrates$USD, demean = TRUE)  ## de-meaned log-returns
res <- svsample(dat)                       ## run MCMC sampler
plot(res, forecast = 100)                  ## display results

## End(Not run)

stochvol documentation built on Nov. 27, 2023, 1:09 a.m.