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

by Dr Greg N . Gregoriou (Editor), RazvanPascalau (Editor)

New
Hardcover
2010
$154.50

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.

Synopsis

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.

$154.50

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 304
Publisher: Palgrave Macmillan
Published: 31 Dec 2010
ISBN 10: 0230283640
ISBN 13: 9780230283640

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

New

$154.50

Synopsis

$154.50

More Information