LanWei-SWUFE/SP500
This dataset is compiled from the paper: "Chen, S. X., Guo, B., and Qiu, Y. (2023). Testing and signal identification for two- sample high-dimensional covariances via multi-level thresholding. Journal of Econometrics 235, 1337–1354."
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SP500
public
mit
no
LanWei-SWUFE