BVDWSTOXX {gogarch} | R Documentation |
The data frame contains the following sector indices of the EURO STOXX 600 index: Automobiles & Parts, Banks, Basic Resources, Chemicals, Construction and Materials, Financial Services, Food & Beverages, Health Care, Industrial Goods & Services, Insurance, Media, Oil & Gas, Technology, Telecommunications and Utilities. The data range is from 31th December 1986 until 21st November 2008.
data(BVDWSTOXX)
A data frame with 5652 observations on the following 16 variables.
Date
AutoParts
Banks
BasicRes
Chemicals
ConstrMat
FoodBeverage
FinService
HealthCare
IndustrialGoods
Insurance
Media
OilGas
Technology
Telecom
Utilities
Boswijk, H. Peter and van der Weide, Roy (2009), Method of Moments Estimation of GO-GARCH Models, Working Paper, University of Amsterdam, Tinbergen Institute and World Bank.
data(BVDWSTOXX) str(BVDWSTOXX)