English, Article, Journal or magazine article edition: fta Terence C. Mills

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Bookmark: http://trove.nla.gov.au/version/101517
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • fta
Author
  • Terence C. Mills
Physical Description
  • preprint
Notes
  • 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: FTAPRICE: FTA All Share price index, monthly, January 1965 to December 1995 (372 observations); FTADIV: FTA All Share dividend index, monthly, January 1965 to December 1995; FTARET: FTA All Share nominal returns, monthly, January 1965 to December 1995; RPI: U.K. Retail Price Index, monthly, January 1965 to December 1995
  • RePEc:boc:bocins:fta
Language
  • English
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