datasets (version 3.4.3)

EuStockMarkets: 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

EuStockMarkets

Arguments

Format

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