Details

Financial Market Data for R/Rmetrics


Financial Market Data for R/Rmetrics



from: Diethelm Würtz, Andrew Ellis, Yohan Chalabi

Fr. 0.00

Publisher: Finance Online
Format PDF
ISBN/EAN: 9783906041049
Language: englisch

This book is without copy protection.

Descriptions

Please note: This book is outdated, some of the functions and examples will only work with version R 2.15 or earlier.

Are you working with R and Rmetrics in the field of teaching finance? Then you will often use financial market data from the Internet, most likely downloaded from an Internet portal like Yahoo Finance or the Federal Reserve.

You may have asked yourself whether there are also other data sources on the Internet that can be used for courses and lectures and how can the download functions be customized to your personal needs. This Rmetrics eBook tries to answer questions you might have about these issues.We will show you how to access and download financial market data from the Internet. We will also show you how to write convenient download and listing functions to make your life more comfortable.

In this eBook you will find solutions for how to compose download URLs, how to download financial time series and how to generate listings for the financial instruments to make the search for individual time series easier. In all cases examples and exercises are given.
Table of Contents

Preface
Introduction


Part I: Managing Data from the Internet
Time Series Functions
Reading Data from the Internet
Basic Statistics of Time Series
Plotting Financial Time Series

Part II: Equity Markets
Yahoo Finance Portal
OnVista Finance Portal

Part III: Interest Rate and Bond Markets
Board of Governors H15 Report
US Federal Reserve Bank
Bundesbank Time Series Database

Part IV: Exchange Rate Markets
OANDA FX Internet Porta
FRED Foreign Exchange Rates
Bundesbank FX Rates

Appendix
Required Packages
Lynx Reader
Rmetrics Terms of Legal Use

These products might also interest you:

Asian Option Pricing with R/Rmetrics
Asian Option Pricing with R/Rmetrics
from: Diethelm Würtz
PDF ebook
Fr. 68.80
Portfolio Optimization with R/Rmetrics Update 2015
Portfolio Optimization with R/Rmetrics Update 2015
from: Diethelm Würtz, Yohan Chalabi, William Chen, Tobias Setz, Andrew Ellis
PDF ebook
Fr. 128.80
Bundle of 3 eBooks: Portfolio Optimization with R/Rmetrics, Basic R for Finance, Chronological Objects with R/Rmetrics
Bundle of 3 eBooks: Portfolio Optimization with R/Rmetrics, Basic R for Finance, Chronological Objects with R/Rmetrics
from: Diethelm Würtz, Yohan Chalabi, William Chen, Tobias Setz, Andrew Ellis
PDF ebook
Fr. 280.80