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

 
9780230283640: Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Hardcover
ISBN 10: 0230283640 ISBN 13: 9780230283640
Verlag: AIAA, 2011

Inhaltsangabe

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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Über die Autorin bzw. den Autor

JEREMY BERKOWITZ Associate Professor of Finance at Bauer College of Business, University of Houston, USA DEREK BOND Senior Lecturer in Financial Econometrics at the University of Ulster, UK THOMAS C. CHIANG Marshall M. Austin Professor of Finance at Drexel University, USA MICHAEL DREW Professor of Finance and Head of Finance and Financial Planning at Griffith Business School, Griffith University, Australia KENNETH DYSON Lecturer in Finance at the University of Ulster, UK MOHAMED EL HEDI AROURI Associate Professor of Finance at the University of Orleans, France DEAN FANTAZZINI Associate Professor in Econometrics and Finance at the Moscow School of Economics, Moscow State University, Russia CHRISTIAN GOURIEROUX Professor in the Department of Economics, University of Toronto, Canada MASSIMO GUIDOLIN Chair Professor of Finance at Manchester Business School, UK JOANN JASIAK Associate Professor in the Department of Economics, York University, Canada FREDJ JAWADI Assistant Professor at AmiensSchool of Management, France DUC KHUONG NGUYEN Professor of Finance and Head of the Department of Economics, Finance and Law at ISC Paris School of Management, France JACK PENM Academic Level D at the Australian National University, Australia ZHUO QIAO holds a Ph.D.in Economics from National University of Singapore FEDERICA RIA research affiliate with the Center for Analysis of Investment Risk, at Manchester Business School, UK WING-KEUNG WONG Professor of Economics of Department of Economics and Institute for Computational Mathematics, Hong Kong Baptist University, Hong Kong.

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Verlag
AIAA
Erscheinungsdatum
2011
Sprache
Englisch
ISBN 10 
0230283640
ISBN 13 
9780230283640
Einband
Tapa dura
Anzahl der Seiten
218
Herausgeber
Gregoriou Greg N. Dr, Pascalau Razvan
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Yeepin GmbH
492000000000
sunshine12232@outlook.com

Alleestr.11
Kaiserslautern
Rheinland-Pfalz
67655
Deutschland

Weitere beliebte Ausgaben desselben Titels

9781349328949: Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

Vorgestellte Ausgabe

ISBN 10:  1349328944 ISBN 13:  9781349328949
Verlag: Palgrave Macmillan, 2011
Softcover