![Multivariate statistics / Data analysis / Singular value decomposition / Heteroscedasticity / Principal component analysis / Factor analysis / Variance / Eigenvalues and eigenvectors / Autocorrelation / Statistics / Time series analysis / Econometrics Multivariate statistics / Data analysis / Singular value decomposition / Heteroscedasticity / Principal component analysis / Factor analysis / Variance / Eigenvalues and eigenvectors / Autocorrelation / Statistics / Time series analysis / Econometrics](https://www.pdfsearch.io/img/1cc12c4ee65b25e56874ecf1c87dd0ad.jpg) Date: 2009-11-29 21:38:47Multivariate statistics Data analysis Singular value decomposition Heteroscedasticity Principal component analysis Factor analysis Variance Eigenvalues and eigenvectors Autocorrelation Statistics Time series analysis Econometrics | | Journal of Financial Economics[removed]–325 Extracting factors from heteroskedastic asset returns$ Christopher S. Jones* The William E. Simon Graduate School of Business Administration, University of Rochester,Add to Reading ListSource URL: www.efalken.comDownload Document from Source Website File Size: 356,00 KBShare Document on Facebook
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