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CRSP Database
The dataset used in this paper is the Center for Research in Securities Prices (CRSP) database sampled between January 1963 and December 2018. -
Stock Prices Dataset
Hewlett Packard, Yahoo, and Starbucks stock prices dataset. -
Google Stock Prices
The dataset is not explicitly described in the paper, but it is mentioned as a real-world dataset for stock prices from 2004 to 2019. -
Stock Dataset
The dataset used in this paper is a collection of stock prices, with daily log returns from 2010 to 2020.