Open data sources
Since this chapter explores the statistical properties of time series, we need certain data. It is a great idea to employ publicly available economic, financial, and accounting data since every reader can download these time series with no cost. The free data sources are summarized in the following table:
Name |
Web page |
---|---|
Yahoo! Finance | |
Current and historical pricing, BS, IS, and so on | |
Google Finance | |
Current and historical trading prices | |
Federal Reserve Bank Data Library | |
Interest rates, rates for AAA, AA rated bonds, and so on | |
Financial statements | |
Russell indices | |
Russell indices | |
Prof. French's Data Library |
http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html |
Fama-French factors, market index, risk-free rate, and industry classification | |
Census Bureau |