書目名稱 | Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration | 編輯 | Greg N. Gregoriou (Professor of Finance),Razvan Pa | 視頻video | http://file.papertrans.cn/668/667502/667502.mp4 | 圖書封面 |  | 描述 | 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. | 出版日期 | Book 2011 | 關(guān)鍵詞 | cointegration; dynamics; econometrics; integration; modeling; volatility | 版次 | 1 | doi | https://doi.org/10.1057/9780230295216 | isbn_softcover | 978-1-349-32894-9 | isbn_ebook | 978-0-230-29521-6 | copyright | Palgrave Macmillan, a division of Macmillan Publishers Limited 2011 |
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書目名稱Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration影響因子(影響力) 
書目名稱Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration影響因子(影響力)學(xué)科排名 
書目名稱Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration網(wǎng)絡(luò)公開度 
書目名稱Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration網(wǎng)絡(luò)公開度學(xué)科排名 
書目名稱Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration被引頻次 
書目名稱Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration被引頻次學(xué)科排名 
書目名稱Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration年度引用 
書目名稱Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration年度引用學(xué)科排名 
書目名稱Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration讀者反饋 
書目名稱Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration讀者反饋學(xué)科排名 
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