Intermediate Python NumPy npy files for manuscript submitted to Frontiers in Applied Mathematics and Statistics.
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Cross sections of 8 to 9 mixed assets after hypothesis testing
Dec 14, 2020
Cheong, Siew Ann, 2020, "Cross sections of 8 to 9 mixed assets after hypothesis testing", https://doi.org/10.21979/N9/FR745X, DR-NTU (Data), V1
Set 1 = (A) gold, (B) silver, (C) palladium, (D) S\&P 500, (E) Hang Seng, (F) platinum, (G) Dow Jones, (H) Nikkei, and (I) NASDAQ, prices between Apr 2, 1990 and Jan 28, 2018. Set 2 = (A) 5-year US bond, (B) 10-year US bond, (C) 2-year US bond, (D) 6-month US bond, (E) wheat, (F)...
Second cross section of 10 DJI component stocks: intermediate files for hypothesis testing
Dec 14, 2020
Cheong, Siew Ann, 2020, "Second cross section of 10 DJI component stocks: intermediate files for hypothesis testing", https://doi.org/10.21979/N9/FDIDAM, DR-NTU (Data), V1
Python npy files
Cross section of 5 DJI component stocks
Dec 14, 2020
Cheong, Siew Ann, 2020, "Cross section of 5 DJI component stocks", https://doi.org/10.21979/N9/KGGAMP, DR-NTU (Data), V1
['A', 'B', 'C', 'D', 'E', 'STC', 'STC5', 'TC5', 'fTC5', 'fTC5null', 'lmax', 'lmin', 'nSTCempty', 'setTC5', 'sigseqp001', 'sigseqp005', 'sigseqp005n5']
First cross section of 10 DJI component stocks: Intermediate data files for hypothesis testing
Dec 14, 2020
Cheong, Siew Ann, 2020, "First cross section of 10 DJI component stocks: Intermediate data files for hypothesis testing", https://doi.org/10.21979/N9/JCIKFR, DR-NTU (Data), V1
To be used for Python script for hypothesis testing.
First cross section of 10 DJI component stocks
Dec 14, 2020
Cheong, Siew Ann, 2020, "First cross section of 10 DJI component stocks", https://doi.org/10.21979/N9/GHMOKN, DR-NTU (Data), V1
X1 = GE, X2 = CSCO, X3 = HD, X4 = JPM, X5 = MMM, X6 = MRK, X7 = UTX, X8 = BA, X9 = VZ, X10 = XOM
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