BVDW {gogarch} | R Documentation |
Levels of the Dow Jones Industrial Average and NASDAQ stock indices for the period 03/23/1990 until 03/23/2000.
data(BVDW)
A data frame with 2610 observations on the following 3 variables.
Date
DJIA
NASDAQ
This data set has been utilized in the source below and was kindly provided by Roy van der Weide.
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.
http://www.nasdaq.com, http://www.djindexes.com
data(BVDW) str(BVDW)