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Item Details
| Title:
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NONLINEAR FINANCIAL ECONOMETRICS: MARKOV SWITCHING MODELS, PERSISTENCE AND NONLINEAR COINTEGRATION
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| By: |
Greg N. Gregoriou, Razvan Pascalau |
| Format: |
Hardback |
| List price:
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£109.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0230283640 |
| ISBN 13: |
9780230283640 |
| Publisher: |
PALGRAVE MACMILLAN |
| Pub. date: |
8 December, 2010 |
| Pages: |
196 |
| 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. |
| Synopsis: |
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. |
| Illustrations: |
XIX, 196 p. |
| Publication: |
UK |
| Imprint: |
Palgrave Macmillan |
| Returns: |
Returnable |
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