| Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration 2011 Edition Contributor(s): Gregoriou, Greg N. (Author), Pascalau, Razvan (Author) |
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ISBN: 1349328944 ISBN-13: 9781349328949 Publisher: Palgrave MacMillan OUR PRICE: $52.24 Product Type: Paperback - Other Formats Published: January 2011 |
| Additional Information |
| BISAC Categories: - Business & Economics | Econometrics - Business & Economics | Finance - General - Business & Economics | Corporate Finance - General |
| Dewey: 332.632 |
| Physical Information: 0.46" H x 6" W x 9" (0.66 lbs) 196 pages |
| Descriptions, Reviews, Etc. |
| Publisher 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. |