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  1. AGCA4extremes::agca_10d_simulation
    Simulated 10-dimensional AGCA example
    csv| xlsx| json| ndjson| rda| rds
    data.frame|10000 x 11
  2. intrinsicFRP::factors
    Factors - monthly observations from '07/1963' to '02/2024'
    csv| json| rda| rds
    matrix|728 x 7
  3. intrinsicFRP::returns
    Test Asset Excess Returns - monthly observations from '07/1963' to '02/2024'
    csv| json| rda| rds
    matrix|728 x 43
  4. intrinsicFRP::risk_free
    Risk free - monthly observations from '07/1963' to '02/2024'
    csv| json| rda| rds
    matrix|728 x 2