IndexReturns2D {gofCopula}R Documentation

Log returns of european stock indices

Description

A dataset containing the log returns of two european stock indices in the year 1998.

Format

A matrix with 100 rows and 2 columns

Source

The raw data are part of the R datasets and were kindly provided by Erste Bank AG, Vienna, Austria.


[Package gofCopula version 0.4-1 Index]