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Dr Gregoriou, Greg N. – författare

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1 produkter

  1. Greg N. Gregoriou, Razvan Pascalau, Dr Gregoriou, Greg N., Razvan Pascalau - Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, Inbunden. Tillgänglighet: Lägg i varukorg

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

    Av Greg N. Gregoriou, Razvan Pascalau m. fl.

    Inbunden, 2010

    1354 kr

    Lägg i varukorg

    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.