get_OMI: Get Oxford-Man Institute (OMI) data

In Lingbing/epuR: Collect and Process Economic Policy Uncertainty Data

Description

Realized volatility data from the Oxford-Man Institute of Quantitative Finance website

Usage

get_OMI(index = "AEX")

Arguments

index,

a character string of the index name needed.

Value

an xts data object

References

https://realized.oxford-man.ox.ac.uk/

See Also

xts

Examples

## Not run: 
## it take about 30-60 seconds to run this example
## Its size is about 15Mb in zip
aex_data <- get_OMI("AEX")
str(aex_data)

## End(Not run)

Lingbing/epuR documentation built on May 2, 2020, 1:22 p.m.