Robustness test.
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https://figshare.com/articles/dataset/Robustness_test_/23809427
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资源简介：
This table reports the out-of-sample (OOS) total R2 (%) for the subsamples of stocks that have odd and even permanent numbers, based on parameters estimated separately. The rows present the subsample {Even, Odd} for which we estimate the parameters, whereas the columns represent the subsample {Even, Odd} for which we evaluate the OOS performance. All estimates are based on the five-factor CA1 model. CA: conditional autoencoder.
创建时间：
2023-07-31
