

EuStockMarkets {ts}                          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 busi-
     ness 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.

