Data · dataset · 2026
Daily Loss Rate Data for U.S. Equity Indices and Individual Stocks: An Empirical Application of Multivariate Marginal Expected Shortfall (MMES)
Listed in ScienceDB
This dataset comprises daily Open, High, Low, Close, and Volume (OHLCV) records for five key U.S. financial instruments: NASDAQ Composite Index, NASDAQ 100 Index, S&P 500 ETF (SPY), NVIDIA Corporation (NVDA), and Alibaba Group (BABA).
Description
The time series spans from January 2015 to July 2026, providing comprehensive historical price and trading activity data.
Links
Where it is published
- DOI doi.org/10.57760/sciencedb.45714 ↗
DOI / persistent id · from scidb cn
Catalogue records · 1
- OAI-PMH record scidb.cn/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=10.57760%2… ↗
metadata API · from scidb cn
Topics
- From keywords
- Earth & Environmental Science · Economics & Finance · Engineering · Humanities · Life Sciences · Social Science
- Inferred from text
- Banking, finance and investment 73%
Provenance · 1 source records, 12 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| ScienceDB | 10.57760/sciencedb.45714 | 7 d ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| access_level | source · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].anzsrc:group:3502 | enrichment · scidb cn | taxonomy-embedding@1.0.0 | title+keywords+description (73%) |
| concepts[field].local:field:earth-environmental | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:economics-finance | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:engineering | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:humanities | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:life-sciences | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:social-science | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| description | source · scidb cn | connector:scidb_cn@1.0.0 | /metadata/dc/description |
| license | source · scidb cn | connector:scidb_cn@1.0.0 | /metadata/dc/rights |
| publication_date | source · scidb cn | connector:scidb_cn@1.0.0 | |
| title | source · scidb cn | connector:scidb_cn@1.0.0 | /metadata/dc/title |