Five years of daily log-returns (from 1996 to 2000) of the Intel
  (INTC), Microsoft (MSFT) and General Electric (GE) stocks. These
  data were analysed in Chapter 5 of McNeil, Frey and
  Embrechts (2005).

datasets

Classes (S4) of commonly used copulas including elliptical
        (normal and t), Archimedean (Clayton, Gumbel, Frank, and
        Ali-Mikhail-Haq), extreme value (Gumbel, Husler-Reiss,
        Galambos, and t-EV), and other families (Plackett and
        Farlie-Gumbel-Morgenstern). Methods for density, distribution,
        random number generation, bivariate dependence measures,
        perspective and contour plots. Functions for fitting copula
        models with variance estimate. Independence tests among random
        variables and random vectors. Serial independence tests for
        univariate and multivariate continuous time series.
        Goodness-of-fit tests for copulas based on multipliers and on
        the parametric bootstrap.

rdj: Daily Returns of Three Stocks in Dow-Jones

Description

Usage

Arguments

References

Examples