Emerging interdependence between stock values during financial crashes

Rocchi, Jacopo and Saad, David and Enoch Yan Lok, Tsui (2017) Emerging interdependence between stock values during financial crashes. [Data Collection]

Metadata

Type of Data: Dataset
Divisions: Engineering and Applied Science > Non-Linearity and Complexity Research Group
Data Publisher: Aston University
Funders: Leverhulme Trust
Projects: Islands of tranquility in a non-equilibrium world
Grant number: RPG-2013-48
Keywords: Finance, Time Series, Transfer Entropy
Geographic coverage: Birmingham, United Kingdom
Statement on legal, ethical and access issues: There are no legal, ethical or access issues regarding this dataset
Date Made Available: 21 March 2017
Collection period:
FromTo
May 2015May 2015
Temporal coverage:
FromTo
20002015
Identification Number: 10.17036/researchdata.aston.ac.uk.00000212
Publication URL: http://publications.aston.ac.uk/30871/

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