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

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£99.05 £94.10 £96.08 £98.06 £100.04 £102.02 £104.00 28 July 2026 03 August 2026 09 August 2026 15 August 2026 21 August 2026
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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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
08 December 2010
Listed Since
02 July 2010

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No barcode data available

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