Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9780230295216
Condition
New
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.
Available Colors
Available Sizes
1 Offer
Price Range: $39.99 - $39.99
Price Comparison
Seller | Contact Seller | List Price | On Sale | Shipping | Best Promo | Final Price | Volume Discount | Financing | Availability | Seller's Page |
---|---|---|---|---|---|---|---|---|---|---|
BEST PRICE 1 Product Purchase
|
$39.99 | $39.99 |
|
$39.99 | See Site | In stock | Visit Store |