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

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

Econometrics

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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

Brand: MACMILLAN
Format: Hardcover
ASIN: 0230283640
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 08 December 2010
Listed Since: 02 July 2010

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

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