Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
(Bog, Paperback / softback, Engelsk)
Forlag:
Palgrave Macmillan
- Type: Bog
- Format: Paperback / softback
-
Sprog:
Engelsk
- ISBN-13: 9781349328949
- Se flere detaljer ▼
Beskrivelse
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.
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| Forlag | Palgrave Macmillan |
| Forfattere | Greg N. Gregoriou, Razvan Pascalau |
| Type | Bog |
| Format | Paperback / softback |
| Sprog | Engelsk |
| Udgave | 1st ed. 2011 |
| Udgivelsesdato | 01-01-2011 |
| Første udgivelsesår | 2011 |
| Illustrationer | XIX, 196 p. |
| Originalsprog | United Kingdom |
| Sideantal | 196 |
| Indbinding | Paperback / softback |
| Forlag | Palgrave Macmillan |
| Sideoplysninger | 196 pages, XIX, 196 p. |
| Mål | 229 x 152 |
| ISBN-13 / EAN-13 | 9781349328949 |