ch06data {FinTS} | R Documentation |
Financial time series used in examples in chapter 6.
data(d.ibmy98) data(d.cscoy99)
Objects of class zoo giving returns for each trading day for different periods
http://faculty.chicagogsb.edu/ruey.tsay/teaching/fts2
Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley, ch. 6)
ch01data
ch02data
ch03data
ch04data
ch05data