\name{EuStockMarkets} \docType{data} \alias{EuStockMarkets} \title{ 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 } \format{ A multivariate time series with 1860 observations on 4 variables. The object is of class \code{"mts"}. } \source{ The data were kindly provided by Erste Bank AG, Vienna, Austria. } \keyword{datasets}