Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration - Greg N. Gregoriou - Books - Palgrave Macmillan - 9781349328949 - 2011
In case cover and title do not match, the title is correct

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

Greg N. Gregoriou

Price
Íkr 7,109
excl. VAT

Ordered from remote warehouse

Expected delivery Aug 12 - 20

Our customers say:

14-day return policy in accordance with European consumer protection law
Top ranking on Trustpilot
Add to your iMusic wish list

Also available as:

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

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.

196 pages, XIX, 196 p.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released 2011
ISBN13 9781349328949
Publishers Palgrave Macmillan
Pages 196
Dimensions 454 g
Language English  
Show all

More by Greg N. Gregoriou

See all of Greg N. Gregoriou ( e.g. Hardcover Book and Paperback Book )