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Nonlinear financial econometrics. Markhov switching models, persistence and nonlinear cointegration

紀錄類型:	書目-電子資源 : 單行本
合作者:	GregoriouGreg N., 1956-
合作者:	PascalauRazvan.,
出版地:	Basingstoke
出版者:	Palgrave Macmillan;
出版年:	2011
面頁冊數:	1 online resource (xix, 196 p.)ill. :
標題:	Corporations - Valuation -
標題:	Markov processes. -
標題:	BUSINESS & ECONOMICS - Investments & Securities -
電子資源:	http://www.palgraveconnect.com/doifinder/10.1057/9780230295216
附註:	Description based on print version record.
ISBN:	9780230295216electronic bk.
ISBN:	0230295215electronic bk.

Nonlinear financial econometrics. Markhov switching models, persistence and nonlinear cointegration
Nonlinear financial econometrics, Markhov switching models, persistence and nonlinear cointegration / edited by Greg N. Gregoriou, Razvan Pascalau. - Basingstoke : Palgrave Macmillan, 2011. - 1 online resource (xix, 196 p.) ; ill..
Description based on print version record..
Includes bibliographical references and index..
ISBN 9780230295216ISBN 0230295215
CorporationsMarkov processes.BUSINESS & ECONOMICS -- Valuation -- Investments & Securities

Gregoriou, Greg N.

Nonlinear financial econometrics. Markhov switching models, persistence and nonlinear cointegration
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