Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Gregoriou, Greg N., Pascalau, Razvan
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Description for Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Hardcover. 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. Num Pages: 215 pages, biography. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational. Dimension: 226 x 145 x 15. Weight in Grams: 380.
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.
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.
Product Details
Format
Hardback
Publication date
2011
Publisher
Palgrave Macmillan
Number of pages
218
Condition
New
Number of Pages
196
Place of Publication
Basingstoke, United Kingdom
ISBN
9780230283640
SKU
V9780230283640
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Gregoriou, Greg N., Pascalau, Razvan
JEREMY BERKOWITZ Associate Professor of Finance at Bauer College of Business, University of Houston, USA DEREK BOND Senior Lecturer in Financial Econometrics at the University of Ulster, UK THOMAS C. CHIANG Marshall M. Austin Professor of Finance at Drexel University, USA MICHAEL DREW Professor of Finance and Head of Finance and Financial Planning at Griffith Business School, Griffith University, Australia ... Read more
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