The Istanbul Stock Exchange (ISE) data set.

datasets

The load estimation method is based on a general factor model to solve the estimates of load and specific variance. The philosophy of the package is described in Guangbao Guo. (2022). <doi:10.1007/s00180-022-01270-z>.

Guangbao Guo

DLEGFM

Distributed Loading Estimation for General Factor Model

Yaping Li

ISE function

<dl>
 <dt><code>ISE</code></dt>
<dd>a numeric vector</dd> <dt><code>SP</code></dt>
<dd>a numeric vector</dd> <dt><code>DAX</code></dt>
<dd>a numeric vector</dd> <dt><code>FTSE</code></dt>
<dd>a numeric vector</dd> <dt><code>NIKKEI</code></dt>
<dd>a numeric vector</dd> <dt><code>BOVESPA</code></dt>
<dd>a numeric vector</dd> <dt><code>EU</code></dt>
<dd>a numeric vector</dd> <dt><code>EM</code></dt>
<dd>a numeric vector</dd> 
</dl>

Format

Istanbul Stock Exchange — ISE

<dl>
 <dt><code>ISE</code></dt>
<dd>a numeric vector</dd>

 <dt><code>SP</code></dt>
<dd>a numeric vector</dd>

 <dt><code>DAX</code></dt>
<dd>a numeric vector</dd>

 <dt><code>FTSE</code></dt>
<dd>a numeric vector</dd>

 <dt><code>NIKKEI</code></dt>
<dd>a numeric vector</dd>

 <dt><code>BOVESPA</code></dt>
<dd>a numeric vector</dd>

 <dt><code>EU</code></dt>
<dd>a numeric vector</dd>

 <dt><code>EM</code></dt>
<dd>a numeric vector</dd>

 
</dl>

ISE: Istanbul Stock Exchange

Description

Usage

Arguments

Format

Details

References

Examples