DeutscheBank function

Daily final prices (DAX) of the German stock Deutsche Bank in the years 2006 and 2007

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

data(DeutscheBank)

Format

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

• Date: Date
• ClosingPrice: ClosingPrice

Examples

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)