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betategarch (version 2.0)

apple: Daily Apple stock returns

Description

The dataset contains two variables, day and appleret. Day is the date of the return and appleret is the daily (closing value) log-return in percent of the Apple stock over the period 10 September 1985 - 10 May 2011 (a total of 6835 observations).

Usage

data(apple)

Arguments

source

The source of the original raw data is http://yahoo.finance.com/.

Details

The data is studied in more detail in Harvey and Sucarrat (2012).

References

Harvey and Sucarrat (2012), 'EGARCH models with fat tails, skewness and leverage', Cambridge Working Papers in Economics 1236, Faculty of Economics, University of Cambridge.

Examples

Run this code
data(apple) #load data into workspace
tegarch.est(apple[,"appleret"]) #estimate volatility model of Apple returns

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