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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration (Hardcover) Loot Price: R2,279
Discovery Miles 22 790
Repayment Terms: R214 pm x 12*
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration (Hardcover): Greg N....

Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration (Hardcover)

Greg N. Gregoriou, Razvan Pascalau

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Loot Price R2,279 Discovery Miles 22 790 | Repayment Terms: R214 pm x 12*

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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.

General

Imprint: Palgrave Macmillan
Country of origin: United Kingdom
Release date: December 2010
First published: 2011
Authors: Greg N. Gregoriou • Razvan Pascalau
Dimensions: 229 x 152 x 15mm (L x W x T)
Format: Hardcover
Pages: 196
ISBN-13: 978-0-230-28364-0
Categories: Books > Business & Economics > Economics > Econometrics > General
Books > Business & Economics > Finance & accounting > Finance > General
Books > Money & Finance > General
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LSN: 0-230-28364-0
Barcode: 9780230283640

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