Welcome to Loot.co.za!   Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
0
Your cart

Your cart is empty

Books > Business & Economics > Economics > Econometrics

Buy Now

Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration (Hardcover) Loot Price: R3,367
Discovery Miles 33 670
Repayment Terms: R316 pm x 12*
Add to cart
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

 (sign in to rate)
Loot Price R3,367 Discovery Miles 33 670 | Repayment Terms: R316 pm x 12*

Bookmark and Share

Expected to ship within 10 - 15 working days

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: February 2011
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
Promotions
LSN: 0-230-28364-0
Barcode: 9780230283640

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

The South African Informal Sector - Providing Jobs, Reducing Poverty (Paperback): Frederick Fourie
The South African Informal Sector…
Frederick Fourie Paperback R116 R108 Discovery Miles 1 080
Essential Mathematics for Economics and Business 4e (Paperback, 4th Edition): T. Bradley
Essential Mathematics for Economics and…
T. Bradley Paperback R1,752 Discovery Miles 17 520
Basic mathematics for economics students - Theory and applications (Paperback, 2nd ed): Derek Yu
Basic mathematics for economics students…
Derek Yu Paperback R383 Discovery Miles 3 830
Introductory Econometrics - A Modern Approach (Hardcover, 7th edition): Jeffrey Wooldridge
Introductory Econometrics - A Modern…
Jeffrey Wooldridge Hardcover R1,426 R1,326 Discovery Miles 13 260
Operations and Supply Chain Management (Hardcover, 2nd edition): James Evans, David Collier
Operations and Supply Chain Management
James Evans, David Collier Hardcover R1,456 R1,352 Discovery Miles 13 520
Operations And Supply Chain Management (Hardcover, 3rd Edition): David Collier, James Evans
Operations And Supply Chain Management
David Collier, James Evans Hardcover R1,480 R1,372 Discovery Miles 13 720
On the Cusp - From Population Boom to Bust (Hardcover): Charles S. Pearson
On the Cusp - From Population Boom to…
Charles S. Pearson Hardcover R1,249 Discovery Miles 12 490
Matching, Regression Discontinuity, Difference in Differences, and Beyond (Hardcover): Myoung-Jae Lee
Matching, Regression Discontinuity…
Myoung-Jae Lee Hardcover R3,982 Discovery Miles 39 820
Design and Analysis of Time Series Experiments (Hardcover): Richard McCleary, David McDowall, Bradley Bartos
Design and Analysis of Time Series…
Richard McCleary, David McDowall, … Hardcover R3,491 Discovery Miles 34 910
Financial and Macroeconomic Connectedness - A Network Approach to Measurement and Monitoring (Hardcover): Francis X. Diebold,...
Financial and Macroeconomic…
Francis X. Diebold, Kamil Yilmaz Hardcover R3,790 Discovery Miles 37 900
E.Europe Russia & C Asia 2001 (Hardcover): Europa Publications
E.Europe Russia & C Asia 2001
Europa Publications Hardcover R10,693 Discovery Miles 106 930
Statistics for Business and Economics plus Pearson MyLab Statistics with Pearson eText, Global Edition (Paperback, 8th...
Statistics for Business and Economics…
Paul Newbold, William Carlson, … Paperback R2,579 Discovery Miles 25 790

See more
Books | DVD | Games | Music | Computers | Electronics | Fashion | Sport | Kitchen | Home | Pets | DIY | Toys | Baby | Health & Beauty | Stationery | Arts & Crafts
Need help?
My account
Services
Networking
Partners