{"product_id":"nonlinear-financial-econometrics-greg-n-gregoriou-9780230283640","title":"Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration","description":"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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Greg N. Gregoriou, Razvan Pascalau\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 0230283640\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9780230283640\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Palgrave MacMillan\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 12\/08\/2010\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 196\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.83lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 8.50h x 5.50w x 0.80d","brand":"Greg N. Gregoriou","offers":[{"title":"Hardcover","offer_id":44056677089535,"sku":"9780230283640","price":129.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_5c2c6a4c-ebec-49a9-b4f1-37f24f12dda5.jpg?v=1685042645","url":"https:\/\/www.whiterainbookhouse.com\/products\/nonlinear-financial-econometrics-greg-n-gregoriou-9780230283640","provider":"WR Book House","version":"1.0","type":"link"}