Largest ten components of deviating eigenvectors in period from 06/09/2000 to 02/04/2003.
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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 06/09/2000 to 02/04/2003. 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



