stocks_volatility: Stocks volatility
In simone0628/hat: Hierarchical Aggregation through Testing
stocks_volatility R Documentation
Stocks volatility
Description
A dataframe of 2538 stocks' volatility, as well as their corresponding company name. The volatility is estimated by daily high and low price and averaged throughout 2015-2019 (See paper "Controlling the False Split Rate in Tree-Based Aggregation" for more details).
Usage
stocks_volatility
Format
An object of class tbl_df (inherits from tbl, data.frame) with 2538 rows and 3 columns.
Source
Center for Research in Security Prices (CRSP)
simone0628/hat documentation built on June 1, 2024, 9 a.m.
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| stocks_volatility | R Documentation |
Stocks volatility
Description
A dataframe of 2538 stocks' volatility, as well as their corresponding company name. The volatility is estimated by daily high and low price and averaged throughout 2015-2019 (See paper "Controlling the False Split Rate in Tree-Based Aggregation" for more details).
Usage
stocks_volatility
Format
An object of class tbl_df (inherits from tbl, data.frame) with 2538 rows and 3 columns.
Source
Center for Research in Security Prices (CRSP)
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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