five

Largest ten components of deviating eigenvectors in period from 02/04/2003 to 25/12/2006.

收藏
Figshare2015-12-02 更新2026-04-29 收录
下载链接:
https://figshare.com/articles/dataset/_Largest_ten_components_of_deviating_eigenvectors_in_period_from_02_04_2003_to_25_12_2006_/1037941
下载链接
链接失效反馈
官方服务:
资源简介:
Largest ten components of , , , and by the average ranks of the eigenvector components taken over the moving windows with ending dates from 02/04/2003 to 25/12/2006. The eigenvectors are obtained from the correlation matrices of the return series in these moving windows. The stock codes corresponding to the largest ten components, the industries they belonging to, and the industry codes are listed.
创建时间:
2015-12-02
二维码
社区交流群
二维码
科研交流群
商业服务