smi.stocks

Daily returns from January 2000 to January 2007 of five swiss
  blue chips and the Swiss Market Index (SMI).

datasets

This package provides all about univariate and multivariate generalized hyperbolic distributions and its special cases (Hyperbolic, Normal Inverse Gaussian, Variance Gamma and skewed Student-t distribution). Especially fitting procedures, computation of the density, quantile, probability, random variates, expected shortfall and some portfolio optimization and plotting routines. In addition the generalized inverse gaussian distribution is contained in this package.

smi.stocks: Daily returns of five swiss blue chips and the SMI

Description

Usage

Arguments

Examples