Virksomhedsøkonomi
Se alle bogdetaljer →
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Udgivet af Palgrave Macmillan
ISBN
9781349328949
Om denne bog
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.
Boghandelspriser
| Boghandel | Titel | Format | ISBN | Pris | Lagerstatus | Levering | |
|---|---|---|---|---|---|---|---|
Ingen boghandelstilbud endnuVi har titlen i kataloget. Priser vises her, når boghandlere lister den. |
|||||||
5
0
4
0
3
0
2
0
1
0
0%
Anbefaler
0
Verificeret
Ingen anmeldelser endnu
Bogdetaljer
Forfatter
Razvan Pascalau, Greg N. Gregoriou
Forlag
Palgrave Macmillan
Kategori
Virksomhedsøkonomi
ISBN-13
9781349328949
EAN
9781349328949
Format
Hæftet
Sprog
Engelsk
sider
196
Produktbeskrivelse
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.
Prishistorik
Indlæser prishistorik...