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.

Data and Resources

Cite this as

B. Horvath, Z. Issa, A. Muguruza (2024). Dataset: SPY Index Log-Returns. https://doi.org/10.57702/i9mxpxhj

DOI retrieved: December 3, 2024

Additional Info

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Created December 3, 2024
Last update December 3, 2024
Defined In https://doi.org/10.48550/arXiv.2110.11848
Author B. Horvath
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Z. Issa
A. Muguruza