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Can I read Nonlinear financial econometrics : Markhov switching models, persistence and nonlinear cointegration on EtoBox?
Nonlinear financial econometrics : Markhov switching models, persistence and nonlinear cointegration by Greg N. Gregoriou, Razvan Pascalau (eds.) is a nonfiction available to read on EtoBox.
What is Nonlinear financial econometrics : Markhov switching models, persistence and nonlinear cointegration about?
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. Erscheinungsdatum: 01.01.2011
Who reads Nonlinear financial econometrics : Markhov switching models, persistence and nonlinear cointegration?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Greg N. Gregoriou, Razvan Pascalau (eds.)
- Publisher
- Palgrave Macmillan UK : Imprint : Palgrave Macmillan
- Published
- 2011
- Language
- EN
- ISBN
- 9780230312586
- Category
- nonfiction
- Subjects
- Finance, Business, Mathematics
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