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HARModel (version 1.0)

DJIRM: Dow Jones Realized Measures

Description

Realized measures for the Dow Jones Industial index from 2001 to september 2018

Arguments

Format

A large xts object

Details

See the website of the data set for details.

References

Heber, Gerd, Asger Lunde, Neil Shephard and Kevin Sheppard (2009) "Oxford-Man Institute's realized library", Oxford-Man Institute, University of Oxford. Library version: 0.3