Five years of daily log-returns (from 1996 to 2000) of Intel
  (INTC), Microsoft (MSFT) and General Electric (GE) stocks. These
  data were analysed in Chapter 5 of McNeil, Frey and
  Embrechts (2005).

datasets

Classes (S4) of commonly used elliptical, Archimedean,
        extreme value and some more copula families.  Methods for
        density, distribution, random number generation, bivariate
        dependence measures, perspective and contour plots.  Fitting
        copula models including variance estimates.  Independence and
        serial (univariate and multivariate) independence tests, and
        other copula related tests.  Goodness-of-fit tests for copulas
        based on multipliers, the parametric bootstrap with several
        transformation options.  Merged former package 'nacopula' for
        nested Archimedean copulas: Efficient sampling algorithms,
        various estimators, goodness-of-fit tests and related tools and
        special functions.

rdj: Daily Returns of Three Stocks in the Dow Jones

Description

Usage

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References

Examples