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161125 ||| eng |
020 |
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|a 9780230295216
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100 |
1 |
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|a Gregoriou, Greg N.
|e [editor]
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245 |
0 |
0 |
|a Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
|h Elektronische Ressource
|c edited by Greg N. Gregoriou, Razvan Pascalau
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260 |
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|a London
|b Palgrave Macmillan UK
|c 2011, 2011
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300 |
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|a XIX, 196 p
|b online resource
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653 |
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|a Business
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653 |
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|a Business Mathematics
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653 |
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|a Finance
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653 |
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|a Business Finance
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653 |
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|a Finance, general
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653 |
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|a Business enterprises / Finance
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653 |
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|a Business and Management
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653 |
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|a Business mathematics
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653 |
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|a Econometrics
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653 |
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|a Economic theory
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653 |
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|a Economic Theory/Quantitative Economics/Mathematical Methods
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700 |
1 |
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|a Pascalau, Razvan
|e [editor]
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041 |
0 |
7 |
|a eng
|2 ISO 639-2
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989 |
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|b Springer
|a Springer eBooks 2005-
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856 |
4 |
0 |
|u http://dx.doi.org/10.1057/9780230295216?nosfx=y
|x Verlag
|3 Volltext
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082 |
0 |
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|a 658.15
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520 |
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|a 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
|