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

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

    Posted By: AvaxGenius
    Date: 31 May 2020 23:13:15
    Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

    Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration by Greg N. Gregoriou
    English | PDF,EPUB | 2011 | 214 Pages | ISBN : 0230283640 | 3.2 MB

    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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