BVDW {gogarch}

Dow Jones Industrial Average and Nasdaq stock indices

Description

Levels of the Dow Jones Industrial Average and NASDAQ stock indices for the period 03/23/1990 until 03/23/2000.

Usage

data(BVDW)

Format

A data frame with 2610 observations on the following 3 variables.

Date

Date in the format YYYYMMDD.

DJIA

Level of the DIJA.

NASDAQ

Level of the NASDAQ.

Details

This data set has been utilized in the source below and was kindly provided by Roy van der Weide.

Source

Boswijk, H. Peter and van der Weide, Roy (2006), Wake me up before you GO-GARCH, Tinbergen Institute Discussion Paper, TI 2006-079/4, University of Amsterdam and Tinbergen Institute.

See Also

VDW

Examples

data(BVDW)
str(BVDW)