Dataset for "Essays on the role of memory in financial markets"

ePrints Soton (University of Southampton) 2026 Dataset Open access

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Authors: Dmitri Mustanen
DOI: 10.5258/soton/d3837
Cited by: 0

Abstract

This dataset is the raw inputs used in three chapter thesis 'Essays on the role of memory in financial markets'. Dataset is obtained via publicly available sources, yahoo finance, Bloomberg terminal, investing. com

Fields of Study & Subjects

Financial Markets and Investment Strategies Complex Systems and Time Series Analysis Financial Risk and Volatility Modeling

Publication details

Journal / source
ePrints Soton (University of Southampton)
Publication date
4 February 2026
Language
EN
Document type
Dataset