BVDWAIR: Stock prices transportation sector, oil and kerosene prices
In gogarch: Generalized Orthogonal GARCH (GO-GARCH) Models
BVDWAIR R Documentation
Stock prices transportation sector, oil and kerosene prices
Description
This data frame contains the stock prices from American Airlines,
South-West Airlines, Boeing and FedEx. In addition the spot prices for
crude oil and kerosene are included. This data set was used in the
article by Boswijk and van der Weide (2009). The data range is from
July, 19 1993 until August, 12 2008.
Usage
data(BVDWAIR)
Format
A data frame with 3791 observations on the following 7 variables.
DatePOSIXt: The dates of observations.
CrudeOilCrude oil price.
KeroseneKerosene price.
AmericanAirStock prices of American Airlines.
SouthWestStock prices of South-West Airlines.
BoeingStock prices of Boeing.
FedExStock prices of Boeing.
Details
The stock price data was downloaded from Yahoo Finance and the price
series for crude oil and kerosene were obtained from the U.S. Energy
Information Administration (EIA).
Source
References
Boswijk, H. Peter and van der Weide, Roy (2009), Method of Moments
Estimation of GO-GARCH Models, Working Paper, University of
Amsterdam, Tinbergen Institute and World Bank.
Examples
data(BVDWAIR)
str(BVDWAIR)
gogarch documentation built on April 28, 2022, 3 p.m.
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| BVDWAIR | R Documentation |
Stock prices transportation sector, oil and kerosene prices
Description
This data frame contains the stock prices from American Airlines, South-West Airlines, Boeing and FedEx. In addition the spot prices for crude oil and kerosene are included. This data set was used in the article by Boswijk and van der Weide (2009). The data range is from July, 19 1993 until August, 12 2008.
Usage
data(BVDWAIR)
Format
A data frame with 3791 observations on the following 7 variables.
DatePOSIXt: The dates of observations.
CrudeOilCrude oil price.
KeroseneKerosene price.
AmericanAirStock prices of American Airlines.
SouthWestStock prices of South-West Airlines.
BoeingStock prices of Boeing.
FedExStock prices of Boeing.
Details
The stock price data was downloaded from Yahoo Finance and the price series for crude oil and kerosene were obtained from the U.S. Energy Information Administration (EIA).
Source
References
Boswijk, H. Peter and van der Weide, Roy (2009), Method of Moments Estimation of GO-GARCH Models, Working Paper, University of Amsterdam, Tinbergen Institute and World Bank.
Examples
data(BVDWAIR) str(BVDWAIR)
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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