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.

Data and Resources

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