Economics, Finance, Business and Management, Finance and Accounting, Finance and the Finance Industry, Corporate Finance
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

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

Paperback Published on: 01/01/2011
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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.

Publisher information

  • Publisher: Palgrave Macmillan UK
  • ISBN: 9781349328949
  • Number of pages: 196
  • Dimensions: 229 x 152 x 12 mm
  • Weight: 299g
  • Languages: English