ebook9780230295216d4325

$109.00

Author(s): Greg N. Gregoriou; Razvan Pascalau
Publisher: Palgrave Macmillan
ISBN: 9780230283640
Edition: This is stored title: Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

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.

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