logReturns: Monthly maxima of log-return exchange rates of the Pound...

logReturnsR Documentation

Monthly maxima of log-return exchange rates of the Pound Sterling (GBP) against the US dollar (USD) and the Japanese yen (JPY), between March 1991 and December 2014.

Description

The dataset logReturns contains 4 columns: date_USD and USD give the date of the monthly maxima of the log-return exchange rate GBP/USD and its value while date_JPY and JPY give the date of the monthly maxima of the log-return exchange rate GBP/JPY and its value.

Format

A 286*4 matrix. The first and third columns are objects of type "character" while the second and fourth columns are of type "numeric".


ExtremalDep documentation built on March 7, 2023, 3:16 p.m.