finData

<p>This data set contains the standardized residuals of the filtered daily log-returns of four oil corporations: Chevron Corporation (<code>CVX</code>), Exxon Mobil Corporation (<code>XOM</code>), Royal Dutch Shell (<code>RDSA</code>) and Total (<code>FP</code>), covering \(n = 283\) observations from 2011-02-02 to 2012-03-19. Intertemporal dependence is removed by usual ARMA-GARCH models, whose standardized residuals are used as <code>finData</code>.</p>

Package provides the estimation of the structure and the parameters, sampling methods and structural plots of Hierarchical Archimedean Copulae (HAC).

Ankit Anil Chaudhari

Estimation, Simulation and Visualization of Hierarchical
Archimedean Copulae (HAC)

Ostap Okhrin

Alexander Ristig

finData function

<p>A matrix containing 283 observations of 4 stocks. The tickers of the stocks are presented as <code>colnames</code>.</p>

finData: Financial data

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