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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Engelsk
Bogcover for Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration af Greg N. Gregoriou, Razvan Pascalau, 9781349328949
Specifikationer
Sprog:
Engelsk
Sider:
196
ISBN-13:
9781349328949
Indbinding:
Paperback
ISBN-10:
1349328944
Udg. Dato:
1 jan 2011
Størrelse i cm:
22,9 x 15,2
Oplagsdato:
1 jan 2011

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

Engelsk
Paperback 2011
Format:

Bog beskrivelse
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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Specifikationer
Sprog:
Engelsk
Sider:
196
ISBN-13:
9781349328949
Indbinding:
Paperback
ISBN-10:
1349328944
Udg. Dato:
1 jan 2011
Størrelse i cm:
22,9 x 15,2
Oplagsdato:
1 jan 2011
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