daxreturns: Major German Stocks
In tnagler/VineCopula: Statistical Inference of Vine Copulas
daxreturns R Documentation
Major German Stocks
Description
This data set contains transformed standardized residuals of daily log
returns of 15 major German stocks represented in the index DAX observed from
January 2005 to August 2009. Each time series is filtered using a GARCH(1,1)
model with Student t innovations.
Format
A data frame with 1158 observations on 15 variables. Column names
correspond to ticker symbols of the stocks.
Source
Yahoo! Finance
See Also
RVineStructureSelect()
Examples
# load the data set
data(daxreturns)
# compute the empirical Kendall's tau matrix
TauMatrix(daxreturns)
tnagler/VineCopula documentation built on March 6, 2024, 5 a.m.
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| daxreturns | R Documentation |
Major German Stocks
Description
This data set contains transformed standardized residuals of daily log returns of 15 major German stocks represented in the index DAX observed from January 2005 to August 2009. Each time series is filtered using a GARCH(1,1) model with Student t innovations.
Format
A data frame with 1158 observations on 15 variables. Column names correspond to ticker symbols of the stocks.
Source
Yahoo! Finance
See Also
RVineStructureSelect()
Examples
# load the data set
data(daxreturns)
# compute the empirical Kendall's tau matrix
TauMatrix(daxreturns)
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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