Title of article

Extracting factors from heteroskedastic asset returns

Author/Authors

Christopher S. Jones، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2001

Pages

33

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