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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.

Variables:

A multivariate time series with 1860 observations on 5 variables. The object is of class "mts".

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References/Notes/Attributions:

Source

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

R Dataset Upload:

Use the following R code to directly access this dataset in R.

R Coding Interface: