Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Başlık:
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
ISBN:
9780230295216
Personal Author:
Edition:
1st ed. 2011.
Yayın Bilgileri:
London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2011.
Fiziksel Tanımlama:
XIX, 196 p. online resource.
Abstract:
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.
Added Author:
Ek Kurum Yazarı:
Elektronik Erişim:
Full Text Available From Palgrave Economics & Finance 2011 Packages
Dil:
English