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Titlebook: Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration; Greg N. Gregoriou (Professor of Financ

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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Titlebook: Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration;  Greg N. Gregoriou (Professor of Financ
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
doihttps://doi.org/10.1057/9780230295216
isbn_softcover978-1-349-32894-9
isbn_ebook978-0-230-29521-6
copyrightPalgrave Macmillan, a division of Macmillan Publishers Limited 2011
The information of publication is updating

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Book 2011This 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.
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https://doi.org/10.1057/9780230295216cointegration; dynamics; econometrics; integration; modeling; volatility
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ny to the southwest in 1829, and the 1863 movement of Australian born settlers to colonize the northwest region. .The Western Australian story is overwhelmingly the story of the spread of market capitalism, a narrative which is at the foundation of modern western world economy and culture. Due to th
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Thomas C. Chiang,Zhuo Qiao,Wing-Keung Wongcal archaeological data.In-depth case studies of two settlem.The area claimed by the British Empire as Western Australia was primarily colonized through two major thrusts: the development of the Swan River Colony to the southwest in 1829, and the 1863 movement of Australian born settlers to colonize
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