Open datasets · Harvard Dataverse
Data and Calculations - Dataverse
Published 2026-03-25 · Replication Files for "Stylized Properties of the Stock Index and the Interest Rate Term Structure under the Benchmark Approach"
Where it sits
left: what it builds on · right: what builds on it · pale: exampleContributed by Kevin Fergusson
How studies reach it
No published study reaches it yet.
Disciplines it reaches
No study reaches it yet.
Solid: published studies. Light: examples.
Computed from the records on this site: what each study, template and specialist names as used, which study extends which, and who contributed what. 0 studies in total.
About this dataset
Excel spreadsheet to convert raw data into stock index returns and continuously compounded interest rates.
Collection: Replication Files for "Stylized Properties of the Stock Index and the Interest Rate Term Structure under the Benchmark Approach"
Use it in a run
Download the files into your project's data/ folder and start a template. The data stay on your machine; the published research records the DOI, so the authors are credited.
e2er run "<your research question>"Automatic download by DOI is planned.
Cite
@dataset{fergusson2026,
title = {Data and Calculations - Dataverse},
author = {Fergusson, Kevin and Fergusson, Kevin},
year = {2026},
publisher = {Harvard Dataverse},
doi = {10.7910/DVN/OS2RHL},
url = {https://doi.org/10.7910/DVN/OS2RHL}
} Research that uses it
No published research on E2ER uses this dataset yet.
Description
Data model- Discipline
- MathematicsFinance
- Method family
- Empirical (quantitative)
- Design
- not specified
- Research stage
- Data acquisition
- Contributors
- Kevin Fergusson (Data curation)
- Usage
- not used in published research yet
- Source
- Harvard Dataverse · Replication Files for "Stylized Properties of the Stock Index and the Interest Rate Term Structure under the Benchmark Approach"
- Record
- dataset:dataverse/10-7910-dvn-os2rhl · JSON
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