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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration by Greg N. Gregoriou,Razvan Pascalau

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

by Greg N. Gregoriou,Razvan Pascalau


ISBN 13: 9781349328949

Format: Paperback (220 pages)
Publisher: Palgrave Macmillan
Published: 01 Jan 2011

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