Results of the selection of the number of factors.
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https://figshare.com/articles/dataset/_p_Results_of_the_selection_of_the_number_of_factors_p_/31173158
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资源简介：
KC is the number of common factors in the mixed-group factor model, KH is the number of high-frequency specific factors in the high-frequency factor model, KL is the number of low-frequency specific factors in the low-frequency factor model.
创建时间：
2026-01-28
