weeklyRtnData: Weekly return data for Large and Small Caps stocks from...

In dan9401/skewtDist: Asymmetric Student t-Distributions

Weekly return data for Large and Small Caps stocks from 1997-01-01 to 2010-12-31.

Description

The skewtDist package provides tools for modeling non-normally distributed data using Asymmetric Student-t (AST) and Generalized Asymmetric t-distributions (GAT), which are families of fat-tailed distributions that exhibit different tail behaviors on the left and right sides.

Usage

data(retLW)
       data(retSW)

retLW

retSW

Format

retLW

A xts object of 730 rows and 20 columns, each column represents a different large-cap stock.

retSW

A xts object of 730 rows and 20 columns, each column represents a different small-cap stock.

An object of class xts (inherits from zoo) with 730 rows and 20 columns.

An object of class xts (inherits from zoo) with 730 rows and 20 columns.

Author(s)

Maintainer: Daniel Xia [e-mail]

Source

https://finance.yahoo.com/lookup/

See Also

Useful links:

• https://github.com/dan9401/skewtDist

• Report bugs at https://github.com/dan9401/skewtDist/issues

dan9401/skewtDist documentation built on Jan. 6, 2025, 9:14 a.m.