sp500rv {GAS}

Data: SP500 Daily 5 minutes Realized Volatility from 2000-01-03 to 2000-01-10

Description

Oxford-Man Institute Daily 5 minutes Realized Volatility from 2000-01-03 to 2000-01-10 for the SP500 Index available at https://realized.oxford-man.ox.ac.uk/data.

Usage

data("sp500rv")

Format

A xts object containing 4,310 observations from 2000-01-03 to 2000-01-10.

References

https://realized.oxford-man.ox.ac.uk/data