Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
  Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Titolo Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
AutoreN. Gregoriou Greg; Pascalau Razvan
Prezzo€ 46,79
EditorePalgrave Macmillan
LinguaTesto in Inglese
FormatoAdobe DRM

Descrizione
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.