Data for: Brazilian financial market: an application of the principal component analysis on dependent data

Published: 30 July 2019| Version 1 | DOI: 10.17632/8wmxhtxfbh.1
Contributors:
Edson Zambon Monte,
Felipe Fantin Almeida

Description

These data represent the stock values of 33 companies that make up the São Paulo Stock Exchange Index (IBOVESPA), from January 2006 to June 2018. Data were downloaded from Investing.com and BM&FBOVESPA at URL’s https://br.investing.com/ and http://www.b3.com.br/.

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Categories

Multivariate Econometrics, Financial Time Series Analysis

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