Daily Log Returns on Siemens Share Price

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Description

These data are the daily log returns on Siemens share price from Tuesday 2nd January 1973 until Tuesday 23rd July 1996. The data are contained in a numeric vector. The dates of each observation are contained in a times attribute, which is an object of class "POSIXct" (see DateTimeClasses). Note that these data form an irregular time series because no trading takes place at the weekend.

Usage

1

Format

A numeric vector containing 6146 observations, with a times attribute which is a POSIXct object of the same length.