bitcoin {tscopula} | R Documentation |
Bitcoin price data 2016-19
Description
Time series of Bitcoin closing prices from 31 December 2015 to 31 December 2019 (1044 values). This permits the calculation of 4 calendar years of returns.
Usage
data(bitcoin)
Format
An object of class "xts"
.
Examples
data(bitcoin)
plot(bitcoin)
X <- (diff(log(bitcoin))[-1]) * 100
plot(X)
[Package tscopula version 0.3.9 Index]