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Greg N. Gregoriou, Razvan Pascalau-Nonlinear Financial Econometrics_ Markov Switching Models, Persistence and Nonlinear Cointegration

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Greg N. Gregoriou, Razvan Pascalau-Nonlinear Financial Econometrics_ Markov Switching Models, Persistence and Nonlinear Cointegration
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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


Downloads: 66
Category: Other/E-Books
Size: 1.8 MB
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Added: 2015-06-21 12:59:31
Language: English
Peers: Seeders : 2 , Leechers : 0
Tags: ebook  
Release name: Greg N. Gregoriou, Razvan Pascalau-Nonlinear Financial Econometrics_ Markov Switching Models, Persistence and Nonlinear Cointegration
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Download: Greg N. Gregoriou, Razvan Pascalau-Nonlinear Financial Econometrics_ Markov Switching Models, Persistence and Nonlinear Cointegration




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