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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
R3,355 Discovery Miles 33 550
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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.

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
R1,506 Discovery Miles 15 060
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Ships in 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.

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