Name of QuantLet: SFEDaxReturnDistribution

Published in: Statistics of Financial Markets

Description: Compares a kernel estimation of the density of DAX returns distribution with a kernel estimation of a normal distribution with the same mean and variance. The data is taken from the Xetra-DAX 1999.

Keywords: 
- data visualization
- dax
- density
- distribution
- estimation
- financial
- graphical representation
- kernel
- log-returns
- normal
- normal-distribution
- plot
- random-number-generation
- returns

See also: MMSTATdistribution_normal

Author: Joanna Tomanek

Author[Matlab]: Awdesch Melzer

Submitted: Fri, June 12 2015 by Lukas Borke

Submitted[Matlab]: Wed, April 24 2013 by Maria Osipenko

Datafiles: dax99.dat

Example: DAX Density (blue) versus Normal Density (black)