Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
1st ed. 2011
Book Details
Format
Paperback / Softback
ISBN-10
1349328944
ISBN-13
9781349328949
Edition
1st ed. 2011
Publisher
Palgrave Macmillan
Imprint
Palgrave Macmillan
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jan 1st, 2011
Print length
196 Pages
Product Classification:
Economic theory & philosophyEconometricsFinanceCorporate financeBusiness mathematics & systems
Ksh 8,100.00
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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.
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.
Get Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Palgrave Macmillan and it has pages.
