Zurich, Aug 2012 - Swiss SBBI Data

Tobias Setz has finished his Master Thesis "Benchmarking and statistical stability measures for the Swiss market: Analysis of a century of fi nancial and economic data" in the Econophysics Group of Diethelm Würtz at ETH Zurich. The work was supported by the Rmetrics Association Zurich.

In his thesis he was working on two topics, (i) the disaggregation of financial time series data, and (ii) the stability analysis of long term financial returns. As a major achievement he has constructet a long-term monthly Swiss SBBI (stocks, bonds, bills, inflation) dataset ranging back to 1925.

For a copy of the Thesis please contact: tsetz[at]student.ethz.ch