EuStockMarkets             package:stats             R Documentation

_D_a_i_l_y _C_l_o_s_i_n_g _P_r_i_c_e_s _o_f _M_a_j_o_r _E_u_r_o_p_e_a_n _S_t_o_c_k _I_n_d_i_c_e_s, _1_9_9_1-_1_9_9_8

_D_e_s_c_r_i_p_t_i_o_n:

     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.

_U_s_a_g_e:

     data(EuStockMarkets)

_F_o_r_m_a_t:

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

_S_o_u_r_c_e:

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

