Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration PDF
by Greg N. Gregoriou, Razvan Pascalau
Description
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.
Information
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Download - Immediately Available
- Format:PDF
- Publisher:Palgrave Macmillan UK
- Publication Date:08/12/2010
- Category:
- ISBN:9780230295216
Other Formats
- Paperback / softback from £38.55
Information
-
Download - Immediately Available
- Format:PDF
- Publisher:Palgrave Macmillan UK
- Publication Date:08/12/2010
- Category:
- ISBN:9780230295216