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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Greg N. Gregoriou,Razvan Pascalau
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eBook - PDF
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Greg N. Gregoriou,Razvan Pascalau
Book details
Table of contents
Citations
About This Book
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.
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Yes, you can access Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration by Greg N. Gregoriou,Razvan Pascalau in PDF and/or ePUB format, as well as other popular books in Business & Corporate Finance. We have over one million books available in our catalogue for you to explore.
Information
Table of contents
- Cover
- Half Title
- Title Page
- Copyright Page
- Contents
- List of Tables
- List of Figures
- Acknowledgments
- About the Editors
- Notes on Contributors
- Chapter Abstracts
- Part I Markov Switching Models
- Part II Persistence and Nonlinear Cointegration
- Index
Citation styles for Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
APA 6 Citation
Gregoriou, G., & Pascalau, R. (2010). Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration ([edition unavailable]). Palgrave Macmillan UK. Retrieved from https://www.perlego.com/book/3503599/nonlinear-financial-econometrics-markov-switching-models-persistence-and-nonlinear-cointegration-pdf (Original work published 2010)
Chicago Citation
Gregoriou, Greg, and Razvan Pascalau. (2010) 2010. Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration. [Edition unavailable]. Palgrave Macmillan UK. https://www.perlego.com/book/3503599/nonlinear-financial-econometrics-markov-switching-models-persistence-and-nonlinear-cointegration-pdf.
Harvard Citation
Gregoriou, G. and Pascalau, R. (2010) Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration. [edition unavailable]. Palgrave Macmillan UK. Available at: https://www.perlego.com/book/3503599/nonlinear-financial-econometrics-markov-switching-models-persistence-and-nonlinear-cointegration-pdf (Accessed: 15 October 2022).
MLA 7 Citation
Gregoriou, Greg, and Razvan Pascalau. Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration. [edition unavailable]. Palgrave Macmillan UK, 2010. Web. 15 Oct. 2022.