Description: Nonlinear Financial Econometrics : Markov Switching Models, Persistence and Nonlinear Cointegration, Paperback by Gregoriou, G. (EDT); Pascalau, R. (EDT), ISBN 1349328944, ISBN-13 9781349328949, Like New Used, Free shipping in the US 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.
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Book Title: Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Number of Pages: Xix, 196 Pages
Language: English
Publisher: Palgrave Macmillan The Limited
Publication Year: 2011
Topic: Econometrics, Corporate Finance / General, Business Mathematics
Illustrator: Yes
Genre: Business & Economics
Item Weight: 16 Oz
Item Length: 9 in
Author: R. Pascalau
Item Width: 6 in
Format: Trade Paperback
