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qrmdata  

Data Sets for Quantitative Risk Management Practice
View on CRAN: Click here


Download and install qrmdata package within the R console
Install from CRAN:
install.packages("qrmdata")

Install from Github:
library("remotes")
install_github("cran/qrmdata")

Install by package version:
library("remotes")
install_version("qrmdata", "2024-03-04-2")



Attach the package and use:
library("qrmdata")
Maintained by
Marius Hofert
[Scholar Profile | Author Map]
First Published: 2016-01-03
Latest Update: 2022-05-31
Description:
Various data sets (stocks, stock indices, constituent data, FX, zero-coupon bond yield curves, volatility, commodities) for Quantitative Risk Management practice.
How to cite:
Marius Hofert (2016). qrmdata: Data Sets for Quantitative Risk Management Practice. R package version 2024-03-04-2, https://cran.r-project.org/web/packages/qrmdata. Accessed 29 Apr. 2025.
Previous versions and publish date:
2016-01-03-1 (2016-05-29 16:54), 2019-12-03-1 (2019-12-06 12:30), 2022-05-31-1 (2022-06-01 09:10)
Other packages that cited qrmdata R package
View qrmdata citation profile
Other R packages that qrmdata depends, imports, suggests or enhances
Complete documentation for qrmdata
Functions, R codes and Examples using the qrmdata R package
Some associated functions: commodities . crypto . default . fx . interest_rates . losses . stock_indices . stock_indices_constituents . stocks . volatility . 
Some associated R codes: zzz.R .  Full qrmdata package functions and examples
Downloads during the last 30 days
03/3003/3104/0104/0204/0304/0404/0504/0604/0704/0804/0904/1004/1104/1204/1304/1404/1504/1604/1704/1804/1904/2004/2104/2204/2304/2404/2504/2604/2704/28Downloads for qrmdata51015202530TrendBars

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