HSI: Hang Seng Index (HSI) Financial Time Series Data
In Letmode/quarks: Simple Methods for Calculating and Backtesting Value at Risk and Expected Shortfall
HSI R Documentation
Hang Seng Index (HSI) Financial Time Series Data
Description
A dataset that contains the daily financial data of the HSI from
2000 to December 2021 (currency in EUR).
Usage
HSI
Format
A data frame with 5424 rows and 10 variables:
- price.open
opening price (daily)
- price.high
highest price (daily)
- price.low
lowest price (daily)
- price.close
closing price (daily)
- volume
trading volume
- price.adjusted
adjusted closing price (daily)
- ref.date
date in format YY-MM-DD
- ticker
ticker symbol
- ret.adjusted.prices
returns obtained from the adj. closing prices
- ret.closing.prices
returns obtained from the closing prices
Source
The data was obtained from Yahoo Finance.
Letmode/quarks documentation built on Sept. 6, 2022, 9:03 p.m.
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| HSI | R Documentation |
Hang Seng Index (HSI) Financial Time Series Data
Description
A dataset that contains the daily financial data of the HSI from 2000 to December 2021 (currency in EUR).
Usage
HSI
Format
A data frame with 5424 rows and 10 variables:
- price.open
opening price (daily)
- price.high
highest price (daily)
- price.low
lowest price (daily)
- price.close
closing price (daily)
- volume
trading volume
- price.adjusted
adjusted closing price (daily)
- ref.date
date in format YY-MM-DD
- ticker
ticker symbol
- ret.adjusted.prices
returns obtained from the adj. closing prices
- ret.closing.prices
returns obtained from the closing prices
Source
The data was obtained from Yahoo Finance.
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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