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

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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.
Copyright:
2011

Book Details

Book Quality:
Publisher Quality
ISBN-13:
9780230283640
Publisher:
Palgrave Macmillan
Date of Addition:
Copyrighted By:
Springer
Adult content:
No
Language:
English
Has Image Descriptions:
No
Categories:
Nonfiction, Business and Finance, Mathematics and Statistics
Submitted By:
Bookshare Staff
Usage Restrictions:
This is a copyrighted book.

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