| Sample5minutes {starvars} | R Documentation |
Ten simulated prices series for 19 trading days in January 2010.
Description
Ten hypothetical price series were simulated according to the factor diffusion process discussed in Barndorff-Nielsen et al.
Usage
data("Sample5minutes")
Format
xts object
Author(s)
Andrea Bucci
[Package starvars version 1.1.10 Index]