Paperback. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

N� de ref. del art�culo 9781349328949

Contactar al vendedor

Denunciar este art�culo

Detalles bibliogr�ficos

T�tulo

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

Editor

Palgrave Macmillan, Basingstoke

Fecha de publicaci�n

2011

Idioma

Ingl�s

ISBN 10

1349328944

ISBN 13

9781349328949

Encuadernaci�n

Paperback

Edici�n

1� Edici�n

Estado

new

Cat�logos de vendedores

Acerca de

Sinopsis

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.

Acerca del 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.

"Sobre este t�tulo" puede pertenecer a otra edici�n de este libro.

Descripci�n de la librer�a

Ver la p�gina web de la librer�a

Informaci�n empresarial del vendedor

APOLLO ONLINE CORP.
605 Geddes Street, Wilmington, DE, 19805, U.S.A.

Condiciones de venta y env�o

Condiciones de venta

We guarantee the condition of every book as it�s described on the Abebooks web sites. If you�ve changed
your mind about a book that you�ve ordered, please use the Ask bookseller a question link to contact us
and we�ll respond within 2 business days.
Books ship from California and Michigan.

Derecho a cancelaci�n

Condiciones de env�o

Orders usually ship within 2 business days. All books within the US ship free of charge. Delivery is 4-14 business days anywhere in the United States.

Books ship from California and Michigan.

If your book order is heavy or oversized, we may contact you to let you know extra shipping is required.

Tarifas de env�o en Estados Unidos de America

Tarifas de env�o en Estados Unidos de America
Cantidad del pedido	De 6 a 16 d�as h�biles	De 6 a 14 d�as h�biles
Primer art�culo	EUR 0.00	EUR 0.00

Los plazos de entrega los establecen los vendedores y var�an seg�n el transportista y la ubicaci�n. Los pedidos que pasan por la aduana pueden sufrir retrasos y los compradores son responsables de los aranceles o tarifas asociadas. Los vendedores pueden ponerse en contacto con usted en relaci�n con cargos adicionales para cubrir cualquier aumento en los costes de env�o de los art�culos.