Razvan Pascalau – författare
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3 produkter
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.
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Av Razvan Pascalau, Greg N. Gregoriou
E-bok, 2010
803 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.
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Av Greg N. Gregoriou, Razvan Pascalau
Häftad, 2011
569 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.