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Financial Networks Using Quantile Regression and Granger Causality

The dataset used in this paper is a collection of stock returns of large U.S. and Indian firms. It is used to estimate financial networks using Granger causality and quantile regression.

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Cite this as

Kara Karpman, Samriddha Lahiry, Diganta Mukherjee, Sumanta Basu (2024). Dataset: Financial Networks Using Quantile Regression and Granger Causality. https://doi.org/10.57702/xs77mn91

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Additional Info

Field	Value
Created	December 3, 2024
Last update	December 3, 2024
Defined In	https://doi.org/10.48550/arXiv.2207.10705
Author	Kara Karpman
More Authors	Samriddha Lahiry Diganta Mukherjee Sumanta Basu
Homepage	https://arxiv.org/abs/2009.11145