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

589 kr
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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.
Product detaljer
Sprog:
Engelsk
Sider:
196
ISBN-13:
9781349328949
Indbinding:
Paperback
Udgave:
ISBN-10:
1349328944
Udg. Dato:
1 jan 2011
Længde:
0mm
Bredde:
152mm
Højde:
229mm
Forlag:
Palgrave Macmillan
Oplagsdato:
1 jan 2011
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