书目名称 | Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration | 编辑 | Greg N. Gregoriou (Professor of Finance),Razvan Pa | 视频video | | 图书封面 |  | 描述 | 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. | 出版日期 | Book 2011 | 关键词 | cointegration; dynamics; econometrics; integration; modeling; volatility | 版次 | 1 | doi | https://doi.org/10.1057/9780230295216 | isbn_softcover | 978-1-349-32894-9 | isbn_ebook | 978-0-230-29521-6 | copyright | Palgrave Macmillan, a division of Macmillan Publishers Limited 2011 |
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书目名称Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration影响因子(影响力) 
书目名称Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration影响因子(影响力)学科排名 
书目名称Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration网络公开度 
书目名称Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration网络公开度学科排名 
书目名称Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration被引频次 
书目名称Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration被引频次学科排名 
书目名称Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration年度引用 
书目名称Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration年度引用学科排名 
书目名称Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration读者反馈 
书目名称Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration读者反馈学科排名 
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