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

Dennis Gram, Pantelis Karapanagiotis, Jan Krzyzanowski, Marius Liebald and Uwe Walz ()

No 300, SAFE Working Paper Series from Leibniz Institute for Financial Research SAFE

Abstract: 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 longterm, 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.

JEL-codes: C81 C82 (search for similar items in EconPapers)
Date: 2021
New Economics Papers: this item is included in nep-his
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Persistent link: https://EconPapers.repec.org/RePEc:zbw:safewp:300

DOI: 10.2139/ssrn.3770607

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