ch06data {FinTS} | R Documentation |
Financial time series used in examples in chapter 6.
data(d.ibmy98) data(d.cscoy99)
Objects of class zoo giving returns for each trading day for different periods
d.ibmy98 Zoo object giving daily simple returns of IBM stock for each trading day in 1998.
d.cscoy99 Zoo object giving daily log returns of Cisco stock for each trading day in 1999.
http://faculty.chicagobooth.edu/ruey.tsay/teaching/fts2
Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley, ch. 6)
ch01data
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ch02data
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ch05data