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

Language: English

Published by Palgrave Macmillan UK Jan 2011, 2011

1349328944 / 9781349328949

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -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. 220 pp. Englisch.

Seller Inventory # 9781349328949

Title
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Author
Razvan Pascalau
Publisher
Palgrave Macmillan UK Jan 2011
Publication year
2011
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
1349328944
ISBN 13
9781349328949
Item weight
326 grams
Dimensions
229x152x13 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

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BuchWeltWeit Ludwig Meier e.K.

Germany