Dataset Groups Activity Stream Market Returns and Volatility The dataset used in this paper is a time series of monthly excess returns and volatility from 1927 to 2019. BibTex: @dataset{Michael_Pinelis_and_David_Ruppert_2024, abstract = {The dataset used in this paper is a time series of monthly excess returns and volatility from 1927 to 2019.}, author = {Michael Pinelis and David Ruppert}, doi = {10.57702/gbyimket}, institution = {No Organization}, keyword = {'excess returns', 'time series analysis', 'volatility'}, month = {dec}, publisher = {TIB}, title = {Market Returns and Volatility}, url = {https://service.tib.eu/ldmservice/dataset/market-returns-and-volatility}, year = {2024} }
