nikkei2020

End of the day closing price for USD/JPY and Nikkei 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

nikkei2020 function

A data frame with 213 rows and 3 columns:<dl>
<dt><code>USD/JPY</code></dt>
<dd>EOD USD/JPY rate</dd><dt><code>Nikkei</code></dt>
<dd>EOD Nikkei</dd><dt><code>Date</code></dt>
<dd>Date</dd>
</dl>

Format

2020 USD/JPY and Nikkei  data — nikkei2020

A data frame with 213 rows and 3 columns:<dl>
<dt><code>USD/JPY</code></dt>
<dd>EOD USD/JPY rate</dd>

<dt><code>Nikkei</code></dt>
<dd>EOD Nikkei</dd>

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


</dl>

nikkei2020: 2020 USD/JPY and Nikkei data

Description

Usage

Arguments

Format