116,18 €
129,09 €
-10% with code: EXTRA
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
116,18 € 
- We will send in 10–14 business days.
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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- Author: Greg N Gregoriou
- Publisher: Palgrave Macmillan
- Year: 2011
- Pages: 196
- ISBN-10: 1349328944
- ISBN-13: 9781349328949
- Format: 15.2 x 22.9 x 1.2 cm, softcover
- Language: English
- SAVE -10% with code: EXTRA
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration (e-book) (used book) | bookbook.eu
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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.
EXTRA 10 % discount with code: EXTRA
116,18 €
129,09 €
We will send in 10–14 business days.
The promotion ends in 18d.00:16:14
The discount code is valid when purchasing from 10 €. Discounts do not stack.
- Author: Greg N Gregoriou
- Publisher: Palgrave Macmillan
- Year: 2011
- Pages: 196
- ISBN-10: 1349328944
- ISBN-13: 9781349328949
- Format: 15.2 x 22.9 x 1.2 cm, softcover
- Language: English English
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.
Reviews