FINDATA: Various financial variables

Description Usage Format Source

Description

Data for estimating a VAR-process for Switzerland, necessary for optimizing over different asset classes

Usage

1

Format

A time series (xts) object with 588 rows and 8 variables (all described in the vignette 'vignette("INPUT_returns")')

Source

THOMSON REUTERS DATASTREAM


sstoeckl/pensionfinanceLi documentation built on Dec. 2, 2020, 3:26 a.m.