1. parma::etfdata
    15 Exchange Traded Funds (ETFs)
    xts|2272 x 15
  2. rmgarch::dji30retw
    data: Dow Jones 30 Constituents Closing Value log Weekly Return
  3. rugarch::dji30ret
    data: Dow Jones 30 Constituents Closing Value Log Return
  4. rugarch::dmbp
    data: Deutschemark/British pound Exchange Rate
  5. rugarch::sp500ret
    data: Standard and Poors 500 Closing Value Log Return
  6. rugarch::spyreal
    data: SPDR Standard and Poors 500 Open-Close Daily Return and Realized Kernel Volatility
    xts|1662 x 2
  7. tsgarch::dmbp
    Deutschemark/British pound Exchange Rate
  8. tsgarch::nikkei
    Japanese NIKKEI Stock Index
  9. tsmarch::dji30retw
    Dow Jones 30 Constituents Closing Value log Weekly Return
  10. tsmarch::globalindices
    Global Financial Indices Closing Value log Weekly Return
  11. tstests::arma_forecast
    Sample ARMA Forecast Data
  12. tstests::garch_forecast
    Sample GARCH Forecast Data
  13. tstests::spy
    SPY ETF Adjusted Close
    xts|7597 x 1