volumes.alv {DCSmooth}R Documentation

Volumes of Allianz SE

Description

The trading volumes of the shares of the German insurance company Allianz SE from 2007-01-02 to 2010-09-30 aggregated to 5-minute observations. The data is adjusted to matrix form for direct use with the DCSmooth-functions.

Usage

volumes.alv

Format

A numeric matrix with 1016 rows representing the days and 102 columns representing the intraday time points.


[Package DCSmooth version 1.1.2 Index]