exchange data frame has 975 rows and 2 columns.
The columns contain daily exchange rates; UK sterling
against the US dollar (first column) and UK sterling
against the Canadian dollar (second column).
The rownames contain the corresponding dates in a character
string with the format
"2000/05/26". This can be
converted into a
This data frame contains the following columns:
US against UK exchange rate.
Canada against UK exchange rate.
Coles, S. G. (2001) An Introduction to Statistical Modelling of Extreme Values. London: Springer.
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