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

by Razvan Pascalau e Greg N. Gregoriou
language: english
Publisher: Palgrave Macmillan, January of 2011 ‧
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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: 9781349328949
Publisher: Palgrave Macmillan
Release Date: January of 2011
Language: English
Dimensions: 152 x 229 x 20 mm
Cover: Softcover
Pages: 196
Format: Book
Categories: Books in English > Economics, Finance and Accounting > Economy
Books in English > Others
EAN: 9781349328949