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Nonlinear Financial Econometrics Markov Switching Models Persistence and Nonlinear Cointegration Book PDF Summary

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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Nonlinear Financial Econometrics  Markov Switching Models  Persistence and Nonlinear Cointegration
  • Author : Greg N. Gregoriou
  • Release : 08 December 2010
  • Publisher : Springer
  • ISBN : 9780230295216
  • Genre : Business & Economics
  • Total Page : 196 pages
  • Language : English
  • PDF File Size : 19,6 Mb

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