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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Operational risk toward Basel III : best practices and issues in modeling, management and regulation
Gregoriou, Greg N., (2009)
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Gregoriou, Greg N., (2010)
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Delivering Alpha 2013 Conference : invited editorial
Gregoriou, Greg N., (2013)
- More ...