Euro exchange rate data

Source: R/stochvol-package.R

The data set contains the daily bilateral prices of one Euro in 23 currencies from January 3, 2000, until April 4, 2012. Conversions to New Turkish Lira and Fourth Romanian Leu have been incorporated.

Source

ECB Statistical Data Warehouse (https://sdw.ecb.europa.eu)

See also

svsample

Examples


if (FALSE) {
data(exrates)
dat <- logret(exrates$USD, demean = TRUE)  ## de-meaned log-returns
res <- svsample(dat)                       ## run MCMC sampler
plot(res, forecast = 100)                  ## display results
}