An extensible model for historical financial data with an application to german company and stock market data

Broad, long-term financial and economic datasets are a scarce resource, in particular in the European context. In this paper, we present an approach for an extensible, i.e. adaptable to future changes in technologies and
Broad, long-term financial and economic datasets are a scarce resource, in particular in the European context. In this paper, we present an approach for an extensible, i.e. adaptable to future changes in technologies and sources, data model that may constitute a basis for digitized and structured long- term, historical datasets. The data model covers specific peculiarities of historical financial and economic data and is flexible enough to reach out for data of different types (quantitative as well as qualitative) from different historical sources, hence achieving extensibility. Furthermore, based on historical German company and stock market data, we discuss a relational implementation of this approach.
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Metadaten
Author:Dennis Gram, Pantelis Karapanagiotis, Jan Krzyzanowski, Marius Liebald, Uwe Walz
URN:urn:nbn:de:hebis:30:3-573929
DOI:http://dx.doi.org/10.2139/ssrn.3770607
Parent Title (English):SAFE working paper series ; No. 300
Series (Serial Number):SAFE working paper series (300)
Publisher:SAFE
Place of publication:Frankfurt am Main
Document Type:Working Paper
Language:English
Year of Completion:2021
Year of first Publication:2021
Publishing Institution:Universitätsbibliothek Johann Christian Senckenberg
Release Date:2021/02/09
Pagenumber:36
Institutes:Wirtschaftswissenschaften
House of Finance (HoF)
Center for Financial Studies (CFS)
Sustainable Architecture for Finance in Europe (SAFE)
Dewey Decimal Classification:330 Wirtschaft
JEL-Classification:C81 Methodology for Collecting, Estimating, and Organizing Microeconomic Data
C82 Methodology for Collecting, Estimating, and Organizing Macroeconomic Data
Sammlungen:Universitätspublikationen
Licence (German):License Logo Veröffentlichungsvertrag für Publikationen

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