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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

DOI retrieved: December 3, 2024

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