capm: Daily price data for CAPM exercises
In sdafe: Companion to Statistics and Data Analysis for Financial Engineering
Description
Usage
Format
Details
Source
References
Examples
Description
Historic daily quotes from 1993-11-01 to 2003-04-03
Usage
1
Format
A data frame with 2363 observations on the following 6 variables.
Close.tbilla numeric vector
Close.msfta numeric vector
Close.sp500a numeric vector
Close.gea numeric vector
Close.forda numeric vector
Datea character vector
Details
Dataset used in:
Example 16.3
Source
David Ruppert's textbook web page:
http://people.orie.cornell.edu/~davidr/SDAFE/data/index.html
References
Statistics and Data Analysis for Financial Engineering by David Ruppert, Springer 2010
Examples
1
2
sdafe documentation built on May 31, 2017, 2:14 a.m.
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Description Usage Format Details Source References Examples
Description
Historic daily quotes from 1993-11-01 to 2003-04-03
Usage
1 |
Format
A data frame with 2363 observations on the following 6 variables.
Close.tbilla numeric vector
Close.msfta numeric vector
Close.sp500a numeric vector
Close.gea numeric vector
Close.forda numeric vector
Datea character vector
Details
Dataset used in:
Example 16.3
Source
David Ruppert's textbook web page: http://people.orie.cornell.edu/~davidr/SDAFE/data/index.html
References
Statistics and Data Analysis for Financial Engineering by David Ruppert, Springer 2010
Examples
1 2 |
sdafe documentation built on May 31, 2017, 2:14 a.m.
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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