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Datasets:
sstoeckl
/
opencryptoassetpricing

Tasks:
Tabular Regression
Time Series Forecasting
Languages:
English
Size:
100K<n<1M
Tags:
finance
cryptocurrency
asset-pricing
risk-factors
Liu-Tsyvinski-Wu
License:
Dataset card Data Studio Files
xet
 Community
opencryptoassetpricing / data

Commit History

Add CoinGecko numeric ID mapping (~52K coins) for crypto2 package
c5dbd99
verified

sstoeckl commited on

Update spec grid CSV with implied supply filter
a88b1f5
verified

sstoeckl commited on

Update spec grid with implied supply filter
d020798
verified

sstoeckl commited on

Update portfolio variants with implied supply filter
3d6e237
verified

sstoeckl commited on

Update factor variants with implied supply filter
ec0034f
verified

sstoeckl commited on

Add 96 portfolio variant files
c8b2592
verified

sstoeckl commited on

Add 576 factor variant files
c8fd49c
verified

sstoeckl commited on

Add specification grid
d2dfd17
verified

sstoeckl commited on

Add Liu et al. (2022) exact replication factors
773ec9c
verified

sstoeckl commited on