| stocks {bmgarch} | R Documentation |
Daily data on returns of Toyota, Nissan, and Honda stocks.
Description
A dataset used by Stata to illustrate MGARCH models containing daily data on returns of Toyota, Nissan, and Honda stocks.
Usage
stocks
Format
Data frame with 2015 rows and 5 variables:
- date
Date
- t
Sequential time index
- toyota
Daily returns for Toyota stock
- nissan
Daily returns for Nissan stock
- honda
Daily returns for Honda stock
[Package bmgarch version 2.0.0 Index]