Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Download or Read eBook Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration PDF written by Greg N. Gregoriou and published by Springer. This book was released on 2010-12-08 with total page 214 pages. Available in PDF, EPUB and Kindle.
| Author | : Greg N. Gregoriou |
| Publisher | : Springer |
| Total Pages | : 214 |
| Release | : 2010-12-08 |
| ISBN-10 | : 9780230295216 |
| ISBN-13 | : 0230295215 |
| Rating | : 4/5 (16 Downloads) |
Book Synopsis Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration by : Greg N. Gregoriou
Book excerpt: 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.
