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Nonlinear Financial Econometrics: Markov Switching Models, Persistence And Nonlinear Cointegration
idioma: inglês
Editor:
Palgrave Macmillan, Janeiro de 2011 ‧
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60,82€
10% DESCONTO
CARTÃO
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9781349328949 |
| Editor: | Palgrave Macmillan |
| Data de Lançamento: | Janeiro de 2011 |
| Idioma: | Inglês |
| Dimensões: | 152 x 229 x 20 mm |
| Encadernação: | Capa mole |
| Páginas: | 196 |
| Tipo de produto: | Livro |
| Classificação Temática: |
Livros em Inglês
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Economia, Finanças e Contabilidade
>
Economia
Livros em Inglês > Outros |
| EAN: | 9781349328949 |