BVDW

Levels of the Dow Jones Industrial Average and NASDAQ stock indices
 for the period 03/23/1990 until 03/23/2000.

datasets

Provision of classes and methods for estimating generalized
orthogonal GARCH models. This is an alternative approach to CC-GARCH models
in the context of multivariate volatility modeling.

Bernhard Pfaff

gogarch

Generalized Orthogonal GARCH (GO-GARCH) Models

BVDW function

A data frame with 2610 observations on the following 3 variables.<dl class="dl-horizontal">
 <dt><code>Date</code></dt><dd>Date in the format YYYYMMDD.</dd>
 <dt><code>DJIA</code></dt><dd>Level of the DIJA.</dd>
 <dt><code>NASDAQ</code></dt><dd>Level of the NASDAQ.</dd>
 </dl>

Format

Dow Jones Industrial Average and Nasdaq stock indices — BVDW

A data frame with 2610 observations on the following 3 variables.<dl class='dl-horizontal'>
 <dt><code>Date</code></dt><dd>Date in the format YYYYMMDD.</dd>
 <dt><code>DJIA</code></dt><dd>Level of the DIJA.</dd>
 <dt><code>NASDAQ</code></dt><dd>Level of the NASDAQ.</dd>
 </dl>

BVDW: Dow Jones Industrial Average and Nasdaq stock indices

Description

Usage

Arguments

Format

Details

See Also

Examples