---
title: "Lecture 2 Note"
author: "Yiming"
date: "2021-07-17T04:49:44Z"
tags: [Package, Tidy, Models]
link: "https://bookdown.org/yg484/lecture_2_note/"
length_weight: "2%"
pinned: false
---

This is the class note for lecture 2. [...] There is an extensive range of packages in R. For collecting and analyzing financial time series, some of the packages we will use include: Financial data collection from internet (tidyquant) Time series (xts,zoo) Non-linear volatility models (rugarch) Regime modeling (fxregime) The first package (tidyquant) facilitates collecting financial data from the internet sites: https://fred.stlouisfed.org/(FRED) Interest rates of US Government Bonds/Bills Interest rates of Foreign governments Foreign exchange rates Commodities: West-Texas-Intermediate Crude  ...
