Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration - Greg N. Gregoriou - Books - Palgrave Macmillan - 9781349328949 - 2011
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Greg N. Gregoriou
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration 1st ed. 2011 edition

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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.

196 pages, XIX, 196 p.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released 2011
ISBN13 9781349328949
Publishers Palgrave Macmillan
Pages 196
Dimensions 150 × 220 × 10 mm   ·   454 g
Language English  

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