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Part 1: Document Description
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Citation |
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Title: |
Fluctuation patterns of financial multi–time series. |
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Identification Number: |
doi:10.7910/DVN/NRWQYU |
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Distributor: |
Harvard Dataverse |
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Date of Distribution: |
2015-09-22 |
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Version: |
1 |
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Bibliographic Citation: |
li, huajiao, 2015, "Fluctuation patterns of financial multi–time series.", https://doi.org/10.7910/DVN/NRWQYU, Harvard Dataverse, V1 |
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Citation |
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Title: |
Fluctuation patterns of financial multi–time series. |
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Identification Number: |
doi:10.7910/DVN/NRWQYU |
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Authoring Entity: |
li, huajiao (China University of Geosciences, Beijing) |
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Distributor: |
Harvard Dataverse |
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Access Authority: |
li, huajiao |
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Depositor: |
li, huajiao |
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Date of Deposit: |
2015-07-22 |
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Holdings Information: |
https://doi.org/10.7910/DVN/NRWQYU |
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Study Scope |
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Keywords: |
Social Sciences |
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Abstract: |
The daily fluctuation patterns of four well-known stock indices, the NASDAQ Composite (COMP), the S&P 500 Index, the Dow Jones Industrial Average and the Russell 1000 Index. from January 22, 2003 to January 21, 2015. |
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Methodology and Processing |
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Sources Statement |
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Data Access |
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Notes: |
<a href="http://creativecommons.org/publicdomain/zero/1.0">CC0 1.0</a> |
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Other Study Description Materials |
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Label: |
data.xlsx |
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Notes: |
application/vnd.openxmlformats-officedocument.spreadsheetml.sheet |