qrmdata: 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.

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 dependencies:

Reverse suggests: gnn, nvmix, zenplots


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