Various data sets (stocks, stock indices, constituent data, FX, zero-coupon bond yield curves, volatility, commodities) for Quantitative Risk Management practice.
Version: | 2024-03-04-2 |
Depends: | R (≥ 3.5.0) |
Imports: | xts |
Suggests: | knitr, qrmtools, lattice |
Published: | 2024-03-04 |
DOI: | 10.32614/CRAN.package.qrmdata |
Author: | Marius Hofert [aut, cre], Kurt Hornik [aut], Alexander J. McNeil [aut] |
Maintainer: | Marius Hofert <mhofert at hku.hk> |
License: | GPL-2 | GPL-3 |
NeedsCompilation: | no |
Materials: | NEWS |
In views: | Finance |
CRAN checks: | qrmdata results |
Reference manual: | qrmdata.pdf |
Package source: | qrmdata_2024-03-04-2.tar.gz |
Windows binaries: | r-devel: qrmdata_2024-03-04-2.zip, r-release: qrmdata_2024-03-04-2.zip, r-oldrel: qrmdata_2024-03-04-2.zip |
macOS binaries: | r-release (arm64): qrmdata_2024-03-04-2.tgz, r-oldrel (arm64): qrmdata_2024-03-04-2.tgz, r-release (x86_64): qrmdata_2024-03-04-2.tgz, r-oldrel (x86_64): qrmdata_2024-03-04-2.tgz |
Old sources: | qrmdata archive |
Reverse suggests: | gnn, nvmix, zenplots |
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