BVDWSTOXX | R Documentation |
The data frame contains the following sector indices of the EURO STOXX 600 index: Automobiles \& Parts, Banks, Basic Resources, Chemicals, Construction and Materials, Financial Services, Food \& Beverages, Health Care, Industrial Goods \& Services, Insurance, Media, Oil \& Gas, Technology, Telecommunications and Utilities. The data range is from 31th December 1986 until 21st November 2008.
data(BVDWSTOXX)
A data frame with 5652 observations on the following 16 variables.
Date
POSIXt: The dates of observations.
AutoParts
Sector index Automobiles \& Parts
Banks
Sector index Banks
BasicRes
Sector index Basic Resources
Chemicals
Sector index Chemicals
ConstrMat
Sector index Construction and Materials
FoodBeverage
Sector index Food \& Beverages
FinService
Sector index Financial Services
HealthCare
Sector index Health Care
IndustrialGoods
Sector index Industrial Goods \& Services
Insurance
Sector index Insurance
Media
Sector index Media
OilGas
Sector index Oil \& Gas
Technology
Sector index Technology
Telecom
Sector index Telecommunications
Utilities
Sector index Utilities
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.
data(BVDWSTOXX) str(BVDWSTOXX)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.