Razvan Pascalau - Böcker
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2 produkter
2 produkter
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Inbunden, Engelska, 2010
1 314 kr
Skickas inom 10-15 vardagar
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
Häftad, Engelska, 2011
552 kr
Skickas inom 10-15 vardagar
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.