All ebooks by Razvan Pascalau in PDF
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All ebooks by Razvan Pascalau in PDF


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Download this eBook Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration


Greg N. Gregoriou , Razvan Pascalau


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.

Publication date: 2010-12-08
Format: PDF
Publisher: Palgrave Macmillan
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£44,99

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