Robert Tompkins

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

DOWNLOADS

223

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

Potential PCA Interpretation Problems for the Dynamics of Financial Market Data

Number of pages: 28 Posted: 09 Feb 2011
Dimitri Reiswich and Robert Tompkins
Independent and affiliation not provided to SSRN
Downloads 223 (277,905)

Abstract:

Loading...

Principal Component Analysis, PCA, Volatility Smile Dynamics, Yield Curve Dynamics, Bisymmetric Matrices, Centro-Symmetric Matrices, Level, Slope, Curvature, Twist