voldata: A dataset used in the examples
In gabrielrvsc/lbvar: Implementation Large Bayesian VAR
Description
Usage
Format
References
Description
This is a panel of volatilities with daily data for the 30 Dow stocks estimated using a garch(1,1) for each serie. The returns used on the garch are from the dataset dji30ret from te package rugarch.
Usage
1
Format
A dataframe with 5521 rows and 30 variables.
References
Alexios Ghalanos (2015). rugarch: Univariate GARCH models. R package version 1.3-6.
gabrielrvsc/lbvar documentation built on Aug. 22, 2021, 7:48 a.m.
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Description Usage Format References
Description
This is a panel of volatilities with daily data for the 30 Dow stocks estimated using a garch(1,1) for each serie. The returns used on the garch are from the dataset dji30ret from te package rugarch.
Usage
1 |
Format
A dataframe with 5521 rows and 30 variables.
References
Alexios Ghalanos (2015). rugarch: Univariate GARCH models. R package version 1.3-6.
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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