ftse2020

End of the day closing price for USD/GBP and FTSE250 in the year 2020.

datasets

Performs simulation and inference of diffusion processes on circle. Stochastic correlation models based on circular diffusion models are provided. For details see Majumdar, S. and Laha, A.K. (2024) "Diffusion on the circle and a stochastic correlation model" <doi:10.48550/arXiv.2412.06343>.

Sourav Majumdar

stochcorr

Stochastic Correlation Modelling via Circular Diffusion

ftse2020 function

A data frame with 224 rows and 3 columns:<dl>
<dt><code>USD/GBP</code></dt>
<dd>EOD USD/GBP rate</dd><dt><code>FTSE250</code></dt>
<dd>EOD FTSE250</dd><dt><code>Date</code></dt>
<dd>Date</dd>
</dl>

Format

2020 USD/GBP and FTSE250  data — ftse2020

A data frame with 224 rows and 3 columns:<dl>
<dt><code>USD/GBP</code></dt>
<dd>EOD USD/GBP rate</dd>

<dt><code>FTSE250</code></dt>
<dd>EOD FTSE250</dd>

<dt><code>Date</code></dt>
<dd>Date</dd>


</dl>

ftse2020: 2020 USD/GBP and FTSE250 data

Description

Usage

Arguments

Format