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exrates

Euro exchange rate data


Description

The data set contains the daily bilateral prices of one Euro in 23 currencies from January 3, 2000, until April 4, 2012. Conversions to New Turkish Lira and Fourth Romanian Leu have been incorporated.

Source

ECB Statistical Data Warehouse (https://sdw.ecb.europa.eu)

See Also

Examples

## Not run: 
data(exrates)
dat <- logret(exrates$USD, demean = TRUE)  ## de-meaned log-returns
res <- svsample(dat)                       ## run MCMC sampler
plot(res, forecast = 100)                  ## display results

## End(Not run)

stochvol

Efficient Bayesian Inference for Stochastic Volatility (SV) Models

v3.0.4
GPL (>= 2)
Authors
Darjus Hosszejni [aut, cre] (<https://orcid.org/0000-0002-3803-691X>), Gregor Kastner [aut] (<https://orcid.org/0000-0002-8237-8271>)
Initial release

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