sp500rv


Oxford-Man Institute Daily 5 minutes Realized Volatility from 2000-01-03 to 2000-01-10 for the SP500 Index available from <a href="http://realized.oxford-man.ox.ac.uk/data">http://realized.oxford-man.ox.ac.uk/data</a>.


datasets

Simulate, Estimate and Forecast using univariate and multivariate GAS models.

Leopoldo Catania

Generalized Autoregressive Score Models

sp500rv function

A <a rd-options="" href="/link/xts?package=GAS&version=0.1.1" data-mini-rdoc="GAS::xts">xts</a> object containing 4310 observations from 2000-01-03 to 2000-01-10.

Format


Oxford-Man Institute Daily 5 minutes Realized Volatility from 2000-01-03 to 2000-01-10 for the SP500 Index available from <a href = 'http://realized.oxford-man.ox.ac.uk/data'>http://realized.oxford-man.ox.ac.uk/data</a>.


A <a rd-options='' href='xts'>xts</a> object containing 4310 observations from 2000-01-03 to 2000-01-10.

sp500rv: data: SP500 Daily 5 minutes Realized Volatility from 2000-01-03 to 2000-01-10

Description

Usage

Arguments

Format

References