Data Sets for Quantitative Risk Management Practice

Various data sets (stocks, stock indices, constituent data, FX, zero-coupon bond yield curves, volatility, commodities) for Quantitative Risk Management practice.


Reference manual

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2019-12-03-1 by Marius Hofert, 2 years ago

Browse source code at

Authors: Marius Hofert [aut, cre] , Kurt Hornik [aut] , Alexander J. McNeil [aut]

Documentation:   PDF Manual  

Task views: Empirical Finance

GPL-2 | GPL-3 license

Imports xts

Suggests knitr, qrmtools, lattice

Suggested by gnn, nvmix, zenplots.

See at CRAN