DJIRealizedMeasures: Dow Jones Realized Measures
In emilsjoerup/HARModel: Heterogeneous Autoregressive Models
DJIRealizedMeasures R Documentation
Dow Jones Realized Measures
Description
Realized measures
Format
A large xts object containing trading data for the Dow Jones Industial index from 2001 to september 2018
Details
See the website of the data set for details.
Source
https://realized.oxford-man.ox.ac.uk/data
References
Heber, Gerd, Asger Lunde, Neil Shephard and Kevin Sheppard (2009) "Oxford-Man Institute's realized library",
Oxford-Man Institute, University of Oxford.
Library version: 0.3
https://realized.oxford-man.ox.ac.uk/data
emilsjoerup/HARModel documentation built on Jan. 24, 2023, 12:17 a.m.
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| DJIRealizedMeasures | R Documentation |
Dow Jones Realized Measures
Description
Realized measures
Format
A large xts object containing trading data for the Dow Jones Industial index from 2001 to september 2018
Details
See the website of the data set for details.
Source
https://realized.oxford-man.ox.ac.uk/data
References
Heber, Gerd, Asger Lunde, Neil Shephard and Kevin Sheppard (2009) "Oxford-Man Institute's realized library", Oxford-Man Institute, University of Oxford. Library version: 0.3 https://realized.oxford-man.ox.ac.uk/data
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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