rX_longer

IBM, Google and BP's daily returns in long format

datasets

Garch framework for use with the 'tidymodels' ecosystem. It includes both univariate and
multivariate methods from the 'rugarch' and 'rmgarch' packages. These models include DCC-Garch, Copula Garch
and Go-GARCH among others.

Alberto Almuic3<b1>a

garchmodels

The 'Tidymodels' Extension for GARCH Models

Alberto Almui<c3><b1>a

rX_longer function

A <code>tibble</code> with 8550 rows and 3 variables:<ul>
<li><code>id</code> Factor. Unique series identifier</li>
<li><code>date</code> Date. Timestamp information. Daily format.</li>
<li><code>value</code> Numeric. Value at the corresponding timestamp.</li>
</ul>

rX_longer: IBM, Google and BP's daily returns in long format

Description

Usage

Arguments

Format

Details

Examples