asianwklgret: Weekly returns from 4 Asian markets
In YafeiXu/CopulaModel: CopulaModel: Dependence Modeling with Copulas
Description
Weekly returns from 4 Asian markets, July 1997 to May 2006; n=465 weeks.
The indexes are:
Hong Kong Hang Seng (HSI), Singapore Straights (STI), Seoul Kospi (KS11), and
Taiwan Taiex (TWII).
Original source is http://quote.yahoo.com
Usage
1
data(asianwklgret) # object hksikotw
Format
A data matrix with 465 observations on the following 4 variables.
hksikotwcolumns are hk, si, ko, tw
YafeiXu/CopulaModel documentation built on May 9, 2019, 11:07 p.m.
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Description
Weekly returns from 4 Asian markets, July 1997 to May 2006; n=465 weeks. The indexes are: Hong Kong Hang Seng (HSI), Singapore Straights (STI), Seoul Kospi (KS11), and Taiwan Taiex (TWII). Original source is http://quote.yahoo.com
Usage
1 | data(asianwklgret) # object hksikotw
|
Format
A data matrix with 465 observations on the following 4 variables.
hksikotwcolumns are hk, si, ko, tw
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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