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ftse100

FTSE 100 Daily Returns: 2nd April 1984 – 13th September 2012


Description

This dataset gives the daily returns (c_t+1/c_t -1) of the UK FTSE 100 index from 2nd April 1984 until the 13th September 2012.

Usage

ftse100

Format

A matrix of dimension 7187 x 2 where the first column is the Date and the second column is the Daily Return.

Source

Yahoo! Finance


changepoint

Methods for Changepoint Detection

v2.2.2
GPL
Authors
Rebecca Killick [aut, cre], Kaylea Haynes [aut], Idris Eckley [ths, aut], Paul Fearnhead [ctb, ths], Jamie Lee [ctr]
Initial release
2016-10-04

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