nse2020

End of the day closing price for USD/INR and NIFTY 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

nse2020 function

A data frame with 250 rows and 3 columns:<dl>
<dt><code>USD/INR</code></dt>
<dd>EOD USD/INR rate</dd><dt><code>Nifty</code></dt>
<dd>EOD Nifty</dd><dt><code>Date</code></dt>
<dd>Date</dd>
</dl>

Format

2020 USD/INR and NIFTY  data — nse2020

A data frame with 250 rows and 3 columns:<dl>
<dt><code>USD/INR</code></dt>
<dd>EOD USD/INR rate</dd>

<dt><code>Nifty</code></dt>
<dd>EOD Nifty</dd>

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


</dl>

nse2020: 2020 USD/INR and NIFTY data

Description

Usage

Arguments

Format