EuStockMarkets              package:ts              R Documentation

Daily Closing Prices of Major European Stock Indices, 1991-1998.

Description:

     Contains the daily closing prices of major European stock indices:
     Germany DAX (Ibis), Switzerland SMI, France CAC, and UK FTSE. The
     data are sampled in business time, i.e., weekends and holidays are
     omitted.

Usage:

     data(EuStockMarkets)

Format:

     A multivariate time series with 1860 observations on 4 variables.
     The object is of class `"mts"'.

Source:

     The data were kindly provided by Erste Bank AG, Vienna, Austria.

