Title of article
Data frequency and the number of factors in stock returns
Author/Authors
Roger D. Huang، نويسنده , , Hoje Jo، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
17
From page
987
To page
1003
Keywords
Data frc4ucncy: Number of factor , : -\rbitrage pricing theory: Approximate factor structure , Asymptotic principal component analysis
Journal title
Journal of Banking and Finance
Serial Year
1995
Journal title
Journal of Banking and Finance
Record number
192799
Link To Document