Nonlinear Financial Econometrics Markov Switching Models Persistence And Nonlinear Cointegration
Download Nonlinear Financial Econometrics Markov Switching Models Persistence And Nonlinear Cointegration full books in PDF, epub, and Kindle. Read online free Nonlinear Financial Econometrics Markov Switching Models Persistence And Nonlinear Cointegration ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Author | : Greg N. Gregoriou |
Publisher | : Springer |
Total Pages | : 214 |
Release | : 2010-12-08 |
Genre | : Business & Economics |
ISBN | : 0230295215 |
Download Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration Book in PDF, Epub and Kindle
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.
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration Related Books
Language: en
Pages: 214
Pages: 214
Type: BOOK - Published: 2010-12-08 - Publisher: Springer
This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions t
Language: en
Pages: 319
Pages: 319
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media
This book is an introductory exposition of different topics that emerged in the literature as unifying themes between two fields of econometrics of time series,
Language: en
Pages: 308
Pages: 308
Type: BOOK - Published: 2013-09-24 - Publisher: Springer Science & Business Media
Nonlinear models have been used extensively in the areas of economics and finance. Recent literature on the topic has shown that a large number of series exhibi
Language: en
Pages: 277
Pages: 277
Type: BOOK - Published: 2010-12-13 - Publisher: Springer
This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new fi
Language: en
Pages: 229
Pages: 229
Type: BOOK - Published: 2015-12-26 - Publisher: Springer
This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it consider