R-package czzg


Overview

This package does the risk factor selection as described in the papers by Chib and Zeng (2020, JBES) and Chib, Zeng and Zhao (2020, Journal of Finance). Examples of how to run the functions included in the package are in czzg.pdf.


Binary package file for windows


Binary package file for mac M3 chip


If there are any questions, please contact chib@wustl.edu
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