returns.alv {DCSmooth} | R Documentation |
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.
returns.alv
A numeric matrix with 1016 rows representing the days and 101 columns representing the intraday time points.