BVDWAIR: Stock prices transportation sector, oil and kerosene prices
Description
This data frame contains the stock prices from American Airlines,
South-West Airlines, Boeing and FedEx. In addition the spot prices for
crude oil and kerosene are included. This data set was used in the
article by Boswijk and van der Weide (2009). The data range is from
July, 19 1993 until August, 12 2008.
Usage
data(BVDWAIR)
Arguments
encoding
latin1
source
http://finance.yahoo.com and http://www.econstats.com
Details
The stock price data was downloaded from Yahoo Finance and the price
series for crude oil and kerosene were obtained from the U.S. Energy
Information Administration (EIA).
References
Boswijk, H. Peter and van der Weide, Roy (2009), Method of Moments
Estimation of GO-GARCH Models, Working Paper, University of
Amsterdam, Tinbergen Institute and World Bank.