My Orders
Wishlist
Help
Sell On Loot
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration (Hardcover)
Greg N. Gregoriou, Razvan PascalauThis 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.
R3,469
Or split into 4x interest-free payments of 25% on orders over R50
Learn more
34690
@R325pm x 12* 
Ships in 10 - 15 working days
Add to wish listReview this Item
Product Description
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.
Customer Reviews
No reviews or ratings yet - be the first to create one!
Product Details
General
Imprint | Palgrave Macmillan |
Country of origin | United Kingdom |
Release date | February 2011 |
Availability | Expected to ship within 10 - 15 working days |
First published | 2011 |
Authors | Greg N. Gregoriou, Razvan Pascalau |
Dimensions | 229 x 152 x 15mm (L x W x T) |
Format | Hardcover |
Pages | 196 |
ISBN-13 | 978-0-230-28364-0 |
Barcode | 9780230283640 |
Categories | |
LSN | 0-230-28364-0 |
Similar Products | Recommended ProductsSee more 
Trending On Loot
Be the first to know about our
latest deals & promos! Subscribe Now
