Nonlinear financial econometrics: Markov switching models, persistence and nonlinear cointegration
| Year of publication: |
2011
|
|---|---|
| Other Persons: | Gregoriou, Greg N. (contributor) |
| Publisher: |
Basingstoke : Palgrave Macmillan |
| Subject: | Corporations--Valuation--Econometric models. | Markov processes. | Ökonometrie | Finanzierung | Markov-Prozess |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Nonlinear financial econometrics : Markov switching models, persistence and nonlinear cointegration
Gregoriou, Greg N., (2011)
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Markov chains and decision processes for engineers and managers
Sheskin, Theodore J., (2011)
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State-space models with regime switching : classical and Gibbs-sampling approaches with applications
Kim, Chang-jin, (1999)
- More ...
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The modified sharpe ratio applied to Canadian hedge funds
Gregoriou, Greg N., (2007)
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Efficiency of US mutual funds using data envelopment analysis
Gregoriou, Greg N., (2007)
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Gregoriou, Greg N., (2010)
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