mktce: Extractor for market component of return (factor 1)

Description Usage Arguments Value Author(s) See Also

Description

Extractor for market component of return (factor 1)

Usage

1
mktce(x, ret)

Arguments

x

object of class ce

ret

returns matrix

Value

matrix of attributed return

Author(s)

Giles Heywood

See Also

Other extractors: buice, devce, face, fmpce, fulce, genfrdce, ldgce, ldggmace, metce, msce, msrtce, prdce, quace, resce, scoce, sdvce, spvce, stce, sysce, unqce, vcvce, vfuce


monkeypicked/aace documentation built on May 23, 2019, 6:10 a.m.