YN: Logarithms of the Prices of Japanese Yen

Description Usage Format Source References

Description

Logarithms of the prices of a contract of Japanese yen.

Usage

1

Format

A vector containing 500 observations.

Source

See discussions in the text of “Practical Time-Frequency Analysis”.

References

Carmona, R. A., W. L. Hwang and B Torresani (1998) Practical Time-Frequency Analysis: Gabor and Wavelet Transforms with an Implementation in S, Academic Press, San Diego.


Rwave documentation built on May 2, 2019, 5:48 p.m.

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