Dataset Groups Activity Stream Financial Market Data Financial market data used for testing the weighted-average quantile regression framework. BibTex: @dataset{Dennis_Chetverikov_and_Yukun_Liu_and_Aleh_Tsyvinski_2025, abstract = {Financial market data used for testing the weighted-average quantile regression framework.}, author = {Dennis Chetverikov and Yukun Liu and Aleh Tsyvinski}, doi = {10.57702/qw4r8z2e}, institution = {No Organization}, keyword = {'financial markets', 'quantile regression', 'weighted-average regression'}, month = {jan}, publisher = {TIB}, title = {Financial Market Data}, url = {https://service.tib.eu/ldmservice/dataset/financial-market-data}, year = {2025} }
