Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration 1
bokomslag Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

Greg N Gregoriou • Razvan Pascalau

Inbunden

2439:-

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Andra format:

  • 196 sidor
  • 2010
This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets.
  • Författare: Greg N Gregoriou, Razvan Pascalau
  • Format: Inbunden
  • ISBN: 9780230283640
  • Språk: Engelska
  • Antal sidor: 196
  • Utgivningsdatum: 2010-12-08
  • Förlag: Palgrave Macmillan

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