ch06data {FinTS}R Documentation

Financial time series for Tsay (2005, ch. 6)

Description

Financial time series used in examples in chapter 6.

Usage

data(d.ibmy98)
data(d.cscoy99)

Format

Objects of class zoo giving returns for each trading day for different periods

Source

http://faculty.chicagobooth.edu/ruey.tsay/teaching/fts2

References

Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley, ch. 6)

See Also

ch01data, ch02data, ch03data, ch04data, ch05data


[Package FinTS version 0.4-7 Index]