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

Author(s)

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.

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Name in long format: Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
ISBN-10: 0230283640
ISBN-13: 9780230283640
Book pages: 215
Book language: en
Edition: 2011
Binding: Hardcover
Publisher: Palgrave Macmillan
Dimensions: Height: 9 Inches, Length: 6 Inches, Weight: 1.0251495183 Pounds, Width: 1 Inches

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