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.…


Author: | Dennis Gram, Pantelis Karapanagiotis, Jan Krzyzanowski, Marius Liebald, Uwe Walz |
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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): | ![]() |