caschrono (version 2.4)

csdl: French stock and returns

Description

French stocks (Cac40, SG, Danone, L Oreal) for the period 2006 - 2009, on Euronext Paris.

Usage

data(csdl)

Format

This its object contains the following firms close prices:

• Cac40, ^FCHI (name of the quote symbol), common used French stock market index

• Socgen, GLE.PA (name of the quote symbol), SG

• Danone, BN.PA (name of the quote symbol), Danone

• L_Oreal, OR.PA (name of the quote symbol), L Oreal

from 2006-01-02 to 2009-06-30.

Examples

if(require("timeSeries")){
data(csdl)
# we create then the returns
aa <- returns(csdl, percentage = TRUE)
aab <- aa[complete.cases(aa) == TRUE,]
# in previous version we use package its which will not be maintained anymore
# r.csdl = its(aab, as.POSIXct(row.names(aab)))
r.csdl <- zoo(aab, as.POSIXct(row.names(aab)))
}