Logarithms of the prices of a contract of Japanese yen.
Usage
data(YN)
Arguments
Format
A vector containing 500 observations.
References
Carmona, R. A., W. L. Hwang and B Torresani (1998, eBook ISBN:978008053942)
Practical Time-Frequency Analysis: Gabor and Wavelet Transforms
with an Implementation in S, Academic Press, San Diego.