مرکز منطقه ای اطلاع رساني علوم و فناوري - Extracting factors from heteroskedastic asset returns

Title of article :

Extracting factors from heteroskedastic asset returns

Author/Authors :

Christopher S. Jones، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2001

Pages :

From page :

293

To page :

325

Keywords :

factor analysis , Heteroskedasticity , Arbitrage pricing theory , Principal components

Journal title :

Journal of Financial Economics

Serial Year :

2001

Journal title :

Journal of Financial Economics

Record number :

257514

Link To Document :