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Analysis of upstream, downstream and common firm shocks using a large factor-...
We provide all necessary code files to create networks using two different approaches as explained in the paper, as well as codes to compare and display the networks. Because of... -
Exploiting news analytics for volatility forecasting: replication data
Data and replication information for "Exploiting news analytics for volatility forecasting" by Simon Tranberg Bodilsen and Asger Lunde; published in Journal of Applied...
