Yang, Fengtian (2025) Dataset supporting thesis Measuring and pricing macroeconomic uncertainty: a machine learning conometric approach. University of Southampton doi:10.5258/SOTON/D3886 [Dataset]
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Dataset
Abstract
This research data supports the thesis "Measuring and Pricing Macroeconomic Uncertainty: a Machine Learning Econometric Approach", and includes macroeconomic dataset, financial dataset from US and cross-sectional stock returns in US market.
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Data_PhD_Thesis_Measuring and Pricing Macroeconomic Uncertainty: a Machine Learning Econometric Approach.7z
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Fengtian_Yang_ReadMe.txt
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Available under License Creative Commons Attribution.
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Published date: 2025
Identifiers
Local EPrints ID: 502780
URI: http://eprints.soton.ac.uk/id/eprint/502780
PURE UUID: 46a4d148-95f1-4c58-ba9f-0887fbd71ed5
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Date deposited: 08 Jul 2025 16:37
Last modified: 08 Jul 2025 16:45
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Creator:
Fengtian Yang
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