logo
Supporting your high street Find out how »
Basket Image

Basket

Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, Hardback Book

Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration Hardback

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

  • Format: Hardback
  • Pages: 196 pages, XIX, 196 p.
  • Publisher: Palgrave Macmillan
  • Publication Date:
  • Category: Econometrics
  • ISBN: 9780230283640

Other Formats

£109.99

£88.29

 
Free Home Delivery

on all orders

 
Pick up orders

from local bookshops