We model the conditional mean and volatility of stock returns as a latent vector autoregressive (VAR) process to study the contemporaneous and intertemporal relationship between expected returns and r
This dataset provides historical stock market performance data for specific companies. It enables users to analyze and understand the past trends and fluctuations in stock prices over time. This infor
This dataset provides historical stock market performance data for specific companies. It enables users to analyze and understand the past trends and fluctuations in stock prices over time. This infor
This file contains, for each stock, (i) the original dataset, (ii) the preprocessed dataset (incremental and non-incremental), and (iii) the dataset without normalization.
This dataset provides historical stock market performance data for specific companies. It enables users to analyze and understand the past trends and fluctuations in stock prices over time. This infor
