2 datasets found

Groups: Financial Markets

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  • Equity Market Dataset

    The dataset used in the paper is an equity market dataset, which contains daily prices and trading volumes of approximately 3,600 stocks between 2009 and 2018.

  • Real Data

    The dataset is used to estimate the parameters of a Markov-Modulated Jump-Diļ¬€usion Model (MMJDM) for stock prices.