lg-appendix.zip
Creators:
Luiz Renato Lima
;
Lucas Lúcio Godeiro
From the dataset abstract
Predictions of stock returns are greatly improved relative to low-dimensional forecasting regressions when the forecasts are based on the estimated factor of large data sets, also known...
Source: Equity‐premium prediction: Attention is all you need (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/0c835575-c7cb-4489-977a-40678a962f6d/resource/4219290a-4df0-456d-8cc4-5ab6adf7b4fb/download/lg-appendix.zip |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
