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.


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Reference manual

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install.packages("qrmdata")

2019-12-03-1 by Marius Hofert, a year ago


Browse source code at https://github.com/cran/qrmdata


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