Instructional dataset, Accompanying Econometric Analysis of Financial Time Series, Terence C. Mills, Cambridge University Press, 2d ed. (c) 2000 Datasets also accessible in ASCII from http://www.lboro.ac.uk/departments/ec/cup Includes the variables: FTSE100: FTSE 100 index, weekly, 1984 to 1993 (521 observations); CTLD: Courtaulds share price, weekly, 1984 to 1993 ; LGEN: Legal & General share price, weekly, 1984 to 1993; PRU: Prudential share price, weekly, 1984 to 1993
|Date of creation:||2000|
|Date of revision:|
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