Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

PriceVol

Dataset price-volumn of 17 mareket indices

Description

A nine-year balanced panel price-volumn data of 17 mareket indices, 2006/8/30-2014/11/19

Usage

data("PriceVol")

Format

A data frame with 0 observations on the following 2 variables.

ID

Names of country, cross-section ID

Time

Time index

Ret

Daily returns computed by close-to-close

Vol

Daily transaction volumn, by log

Source

Yahoo finance

Examples

data(PriceVol)
GVARX

Perform Global Vector Autoregression Estimation and Inference

v1.3
GPL (>= 2)
Authors
Ho Tsung-wu
Initial release
2020-2-17

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.