ExchRate {Greene} | R Documentation |
daily observations from to
number of observations : 1974
observation : country
country : Germany
data(ExchRate)
A dataframe containing :
“1974 daily observations.”
Bollerslev, T. (1986) “Generalized autoregressive conditional heteroscedasticity”, Journal of Econometrics , 31, 307-327.
Greene, W.H. (2003) Econometric Analysis, Prentice Hall, Table F11.1.