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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration (Paperback, 1st ed. 2011) Loot Price: R1,506
Discovery Miles 15 060
Repayment Terms: R141 pm x 12*
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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration (Paperback, 1st ed. 2011):...

Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration (Paperback, 1st ed. 2011)

Greg N. Gregoriou, Razvan Pascalau

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Loot Price R1,506 Discovery Miles 15 060 | Repayment Terms: R141 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: 2011
First published: 2011
Authors: Greg N. Gregoriou • Razvan Pascalau
Dimensions: 229 x 152 x 12mm (L x W x T)
Format: Paperback
Pages: 196
Edition: 1st ed. 2011
ISBN-13: 978-1-349-32894-9
Categories: Books > Business & Economics > Economics > Economic theory & philosophy
Books > Business & Economics > Economics > Econometrics > General
Books > Business & Economics > Finance & accounting > Finance > Corporate finance
Books > Business & Economics > Business & management > Business mathematics & systems > General
Books > Money & Finance > Corporate finance
Promotions
LSN: 1-349-32894-4
Barcode: 9781349328949

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