| 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.
DateAutoPartsBanksBasicResChemicalsConstrMatFoodBeverageFinServiceHealthCareIndustrialGoodsInsuranceMediaOilGasTechnologyTelecomUtilitiesBoswijk, 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)