indices

Monthly returns of indices representing five asset/investment classes
 Bonds, Stocks, Commodities, Emerging
 Markets and High Yield Bonds.

datasets

This package provides detailed functionality for working
with the univariate and multivariate Generalized Hyperbolic
distribution and its special cases (Hyperbolic (hyp), Normal
Inverse Gaussian (NIG), Variance Gamma (VG), skewed Student-t
and Gaussian distribution). Especially, it contains fitting
procedures, an AIC-based model selection routine, and functions
for the computation of density, quantile, probability, random
variates, expected shortfall and some portfolio optimization
and plotting routines as well as the likelihood ratio test. In
addition, it contains the Generalized Inverse Gaussian
distribution.

David Luethi

ghyp

A package on the generalized hyperbolic distribution and its
special cases

indices function

<dl>
 <dt><code>hy.bond</code></dt><dd>JPMorgan High Yield Bond A (Yahoo symbol &#147;OHYAX&#148;).</dd> <dt><code>emerging.mkt</code></dt><dd>Morgan Stanley Emerging Markets Fund Inc. (Yahoo symbol &#147;MSF&#148;).</dd> <dt><code>commodity</code></dt><dd>Dow Jones-AIG Commodity Index (Yahoo symbol &#147;DJI&#148;).</dd> <dt><code>bond</code></dt><dd>Barclays Global Investors Bond Index (Yahoo symbol &#147;WFBIX&#148;).</dd> <dt><code>stock</code></dt><dd>Vanguard Total Stock Mkt Idx (Yahoo symbol &#147;VTSMX&#148;).</dd> </dl>

indices: Monthly returns of five indices

Description

Usage

Arguments

Format

See Also

Examples