Localized Risk Factors - Supplementary Code and Data
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资源简介：
This repository holds processed data and the codes to reproduce the results of the paper "Localized Risk Factors: Performance Differentials Between State-Level and US Factor Models" by Oliver Budras, Maik Dierkes, and Florian Sckade.
Please refer to the README of this repository for a walkthrough of the reproduction of the paper's results.
提供机构：
Leibniz Universitat Hannover Wirtschaftswissenschaftliche Fakultat
