Dataset Groups Activity Stream SPY Index Log-Returns The dataset used in this paper is a collection of one-hourly log-returns rS associated to the SPY index from 2005-01-03 to 2020-12-31. BibTex: @dataset{B_Horvath_and_Z_Issa_and_A_Muguruza_2024, abstract = {The dataset used in this paper is a collection of one-hourly log-returns rS associated to the SPY index from 2005-01-03 to 2020-12-31.}, author = {B. Horvath and Z. Issa and A. Muguruza}, doi = {10.57702/i9mxpxhj}, institution = {No Organization}, keyword = {'SPY index', 'financial markets', 'log-returns'}, month = {dec}, publisher = {TIB}, title = {SPY Index Log-Returns}, url = {https://service.tib.eu/ldmservice/dataset/spy-index-log-returns}, year = {2024} }
