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,

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Date: 2009-11-29 21:38:47 Multivariate 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 List Source URL: www.efalken.com Download Document from Source Website File Size: 356,00 KB Share Document on Facebook

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