returns.alv: Returns of Allianz SE

Description Usage Format

Description

The (log-) returns of the shares of the German insurance company Allianz SE from 2007-01-02 to 2010-12-30 aggregated to 5-minute observations. The data is adjusted to matrix form for direct use with the DCSmooth-functions.

Usage

1

Format

A numeric matrix with 1016 rows representing the days and 101 columns representing the intraday time points.


DCSmooth documentation built on Oct. 21, 2021, 5:07 p.m.