data-raw/monthly_rolling_vol.R
In johngil/gilheany.thesis: MSCI USA and Min Vol Data Analysis
data(final_rolling_vol)
library(base)
# Month end reported Rolling Vols
monthly_rolling_vol <- final_rolling_vol[endpoints(final_rolling_vol$Date, on = "months"), ]
#monthly_rolling_vol$Date <- as.Date(monthly_rolling_vol$Date, origin="1960-10-01")
johngil/gilheany.thesis documentation built on May 8, 2019, 7:48 p.m.
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data(final_rolling_vol)
library(base)
# Month end reported Rolling Vols
monthly_rolling_vol <- final_rolling_vol[endpoints(final_rolling_vol$Date, on = "months"), ]
#monthly_rolling_vol$Date <- as.Date(monthly_rolling_vol$Date, origin="1960-10-01")
R Package Documentation
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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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