Mills, Terence C. - Department of Economics, Boston College - 2000
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...