Downloads financial market data from Yahoo Finance for multiple countries and processes it for transfer entropy and network analysis.
Arguments
- tickers
Named character vector where names are Yahoo Finance tickers and values are country codes (e.g., c("^GSPC" = "USA", "^FTSE" = "GBR"))
- start_date
Character string in "YYYY-MM-DD" format for start date
- end_date
Character string in "YYYY-MM-DD" format for end date
- min_observations
Minimum number of observations required per market
Value
List containing:
- prices
xts object with adjusted closing prices
- returns
xts object with log returns (percentage)
- countries
Character vector of country codes
- summary
List with data summary statistics
Examples
if (FALSE) { # \dontrun{
tickers <- c("^GSPC" = "USA", "^FTSE" = "GBR", "^GDAXI" = "DEU")
data <- download_financial_data(tickers, "2019-01-01", "2021-12-31")
} # }