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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 |
| 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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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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