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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, Paperback / softback Book

Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration Paperback / softback

Paperback / softback

Available to Order - This title is available to order, with delivery expected within 2 weeks

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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.

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£44.99

£38.55

Available to Order - This title is available to order, with delivery expected within 2 weeks
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