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Estimation of the underlying structure of systematic risk using principal component analysis and factor analysis
Ladrón de Guevara Cortés, Rogelio; Torra Porras, Salvador
Universitat de Barcelona
-Borsa de valors
-Anàlisi factorial
-Risc (Economia)
-Econometria
-Mèxic
-Stock-exchange
-Factor analysis
-Risk
-Econometrics
-Mexico
cc-by-nc (c) Universidad Nacional Autónoma de México (UNAM), 2014
http://creativecommons.org/licenses/by-nc/3.0/es
Article
Article - Published version
Universidad Nacional Autónoma de México (UNAM)
         

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