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Nonlinear Financial Econometrics: Markov Switching Models, Persistence And Nonlinear Cointegration eBook

by Razvan Pascalau e Greg N. Gregoriou
language: english
Publisher: Palgrave Macmillan UK, December of 2010 ‧
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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.

Nonlinear Financial Econometrics: Markov Switching Models, Persistence And Nonlinear Cointegration

by Razvan Pascalau e Greg N. Gregoriou

Property Description
ISBN: 9780230295216
Publisher: Palgrave Macmillan UK
Release Date: December of 2010
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Palgrave Economics & Finance Collection
Categories: eBooks in English > Economics, Finance and Accounting > Economy
EAN: 9780230295216