ibovespa


These data are the daily returns of ibovespa from 2000 to 2009.


datasets

Provides some function to perform posterior estimation for some distribution, with emphasis to extreme value distributions. It contains some extreme datasets, and functions that perform the runs of posterior points of the GPD and GEV distribution. The package calculate some important extreme measures like return level for each t periods of time, and some plots as the predictive distribution, and return level plots.

Fernando Ferraz do Nascimento

MCMC4Extremes

Posterior Distribution of Extreme Value Models in R

ibovespa function

A data frame with 2369 observations on the following 4 variables.
  <dl>
    <dt><code>month</code></dt><dd>a numeric vector with month</dd> <dt><code>day</code></dt><dd>a numeric vector with day</dd> <dt><code>year</code></dt><dd>a numeric vector with year</dd> <dt><code>returns</code></dt><dd>a numeric vector with returns</dd> </dl> 

ibovespa: Daily returns of ibovespa

Description

Usage

Arguments

Format

Examples