Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration 1
bokomslag Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Samhälle & debatt

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

Greg N Gregoriou • Razvan Pascalau

Inbunden

1799:-

Funktionen begränsas av dina webbläsarinställningar (t.ex. privat läge).

Uppskattad leveranstid 7-12 arbetsdagar

Fri frakt för medlemmar vid köp för minst 249:-

Andra format:

  • 196 sidor
  • 2010
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.
  • Författare: Greg N Gregoriou, Razvan Pascalau
  • Format: Inbunden
  • ISBN: 9780230283640
  • Språk: Engelska
  • Antal sidor: 196
  • Utgivningsdatum: 2010-12-08
  • Förlag: Palgrave Macmillan

Du kanske gillar

  1. bokomslag Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

    Nonlinear Financial Econometrics: Mar...

    Razvan Pascalau Greg N Gregoriou

    Pocket

    759:-
  2. bokomslag Recent Developments in Cointegration

    Recent Developments in Cointegration

    Pocket

    799:-
  3. bokomslag Time Series, Unit Roots, and Cointegration

    Time Series, Unit Roots, and Cointegr...

    Phoebus J Dhrymes

    Inbunden

    1839:-
  4. bokomslag Micromachined Thin-Film Sensors for SOI-CMOS Co-Integration

    Micromachined Thin-Film Sensors for S...

    Jean Laconte, Denis Flandre, Jean-Pierre Raskin

    Inbunden

    2229:-
  5. bokomslag Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance

    Recent Developments in Nonlinear Coin...

    Valrie Mignon Gilles Dufrnot

    Pocket

    1499:-
  6. bokomslag Limit Theorems For Nonlinear Cointegrating Regression

    Limit Theorems For Nonlinear Cointegr...

    Qiying Wang

    Inbunden

    2189:-
  7. bokomslag Unit Roots, Cointegration, and Structural Change

    Unit Roots, Cointegration, and Struct...

    G S Maddala

    Pocket

    1019:-
  8. bokomslag Estimation of Stochastic Processes with Stationary Increments and Cointegrated Sequences

    Estimation of Stochastic Processes wi...

    Mikhail Moklyachuk Maksym Luz

    Inbunden

    2629:-
  9. bokomslag Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

    Co-integration, Error Correction, and...

    Anindya Banerjee

    Pocket

    1489:-
  10. bokomslag An Empirical Time Series Analysis on the Determinants of Gross National Saving in Ethiopia. ARDL Approach for Co-integration

    An Empirical Time Series Analysis on ...

    Yohannes Ghebru Alemayehu

    Pocket

    1279:-

Andra av samma författare

  1. bokomslag Corporate Governance and Regulatory Impact on Mergers and Acquisitions

    Corporate Governance and Regulatory I...

    Greg N Gregoriou

    Inbunden

    1799:-
  2. bokomslag Reconsidering Funds of Hedge Funds

    Reconsidering Funds of Hedge Funds

    Greg N Gregoriou

    Inbunden

    1579:-
  3. bokomslag Handbook of High Frequency Trading

    Handbook of High Frequency Trading

    Greg N Gregoriou

    Inbunden

    1629:-
  4. bokomslag Insider Trading

    Insider Trading

    Greg N Gregoriou Paul U Ali

    Pocket

    1109:-
  5. bokomslag Operational Risk Toward Basel III

    Operational Risk Toward Basel III

    Greg N Gregoriou

    Inbunden

    989:-
  6. bokomslag Evaluating Hedge Fund and CTA Performance

    Evaluating Hedge Fund and CTA Perform...

    Joe Zhu Greg N Gregoriou

    Inbunden

    959:-
  7. bokomslag International Corporate Governance After Sarbanes-Oxley

    International Corporate Governance Af...

    Greg N Gregoriou Paul Ali

    Inbunden

    629:-
  8. bokomslag International Accounting

    International Accounting

    Greg N Gregoriou

    Pocket

    939:-
  9. bokomslag Initial Public Offerings (IPO)

    Initial Public Offerings (IPO)

    Greg N Gregoriou

    Inbunden

    2279:-
  10. bokomslag Funds of Hedge Funds

    Funds of Hedge Funds

    Greg N Gregoriou

    Inbunden

    2109:-