These data are the daily log returns on BMW share price 
 from Tuesday 2nd January 1973 until Tuesday 23rd July 1996.
 The data are contained in a numeric vector.
 The dates of each observation are contained in a <code>times</code>
 attribute, which is an object of class <code>"POSIXct"</code> (see
 <code><a rd-options="" href="/link/DateTimeClasses?package=evir&version=1.7-4" data-mini-rdoc="evir::DateTimeClasses">DateTimeClasses</a></code>).
 Note that these data form an irregular time series because
 no trading takes place at the weekend.

datasets

Functions for extreme value theory, which may be
divided into the following groups; exploratory data analysis,
block maxima, peaks over thresholds (univariate and bivariate),
point processes, gev/gpd distributions.

Bernhard Pfaff

evir

Extreme Values in R

Eric Zivot

Alexander McNeil

Alec Stephenson

bmw function

A numeric vector containing 6146 observations, with a
 <code>times</code> attribute which is a <code>POSIXct</code> object
 of the same length.

Format

These data are the daily log returns on BMW share price 
 from Tuesday 2nd January 1973 until Tuesday 23rd July 1996.
 The data are contained in a numeric vector.
 The dates of each observation are contained in a <code>times</code>
 attribute, which is an object of class <code>"POSIXct"</code> (see
 <code><a rd-options='' href='DateTimeClasses'>DateTimeClasses</a></code>).
 Note that these data form an irregular time series because
 no trading takes place at the weekend.

bmw: Daily Log Returns on BMW Share Price

Description

Usage

Arguments

Format