rol.vol dataset

Two-days Rolling Average Intra-day Volatilities

Spillover package Read PDF manual

Maintainer: Jilber Urbina
License: GPL-2
Last published: 2024-03-12

About the dataset

Number of rows: 1633
Number of columns: 6
Class: zoo

Column names and types

US:numeric
UK:numeric
EU:numeric
BRA:numeric
JPN:numeric
AUS:numeric