[R-SIG-Finance] What's are some go-to packages in R/Finance fordetecting shocks in financial time series?

[Oleg Mubarakshin]

That's my fault. I can't share Bloomberg's data
I have the Russian market data (it is not from Bloomberg), Russian ruble for 
example.
http://postimg.org/image/fqj4psk59/
Quite volatile FX pair USD/RUB - ATM vola of December option series - 23%, 
with positive skew (correlation). Interesting and risky instrument.

Oleg

-----Исходное сообщение----- 
From: Dirk Eddelbuettel
Sent: Tuesday, September 29, 2015 4:53 PM
To: Oleg Mubarakshin
Cc: Kipnis Ilya ; r-sig-finance
Subject: Re: [R-SIG-Finance] What's are some go-to packages in R/Finance 
fordetecting shocks in financial time series?


On 29 September 2015 at 16:25, Oleg Mubarakshin wrote:
| I have Bloomberg terminal and can help you with market data if you want

Check your Bloomberg licensing terms. I don't think you want to do that.

Dirk

-- 
http://dirk.eddelbuettel.com | @eddelbuettel | edd at debian.org