DeutscheBank: Daily final prices (DAX) of the German stock Deutsche Bank in...
In pendensity: Density Estimation with a Penalized Mixture Approach

Containing the daily final prices of the German stock Deutsche Bank in the years 2006 and 2007.

1	data(DeutscheBank)

A data frame with 507 observations of the following 2 variables.

Date: Date
ClosingPrice: ClosingPrice

data(DeutscheBank)

form<-'%d.%m.%y'

time.DeutscheBank <- strptime(DeutscheBank[,1],form)

#looking for all dates in 2006
data.DeutscheBank <- DeutscheBank[which(time.DeutscheBank$year==106),2]

#building differences of first order
d.DeutscheBank <- diff(data.DeutscheBank)

#estimating the density
density.DeutscheBank <- pendensity(d.DeutscheBank~1)
plot(density.DeutscheBank)