stochvol (version 3.2.4)

exrates: Euro exchange rate data

Description

The data set contains the daily bilateral prices of one Euro in 23 currencies from January 3, 2000, until April 4, 2012. Conversions to New Turkish Lira and Fourth Romanian Leu have been incorporated.

See Also

svsample

Examples

if (FALSE) {
data(exrates)
dat <- logret(exrates$USD, demean = TRUE)  ## de-meaned log-returns
res <- svsample(dat)                       ## run MCMC sampler
plot(res, forecast = 100)                  ## display results
}