The data frame contains the following sector indices of the EURO STOXX
600 index: Automobiles & Parts, Banks, Basic Resources, Chemicals,
Construction and Materials, Financial Services, Food & Beverages,
Health Care, Industrial Goods & Services, Insurance, Media, Oil &
Gas, Technology, Telecommunications and Utilities. The data range is
from 31th December 1986 until 21st November 2008.
Usage
data(BVDWSTOXX)
Arguments
encoding
latin1
source
http://www.stoxx.com
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.