{"product_id":"9781349328949","title":"Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration","description":"\u003ch1\u003eNonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration\u003c\/h1\u003e \u003ch2\u003eGregoriou, Greg N.; Pascalau, Razvan\u003c\/h2\u003e \u003cp\u003eThis 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.\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Palgrave Macmillan\u003c\/p\u003e \u003cp\u003ePublication Date: 2011-01-01\u003c\/p\u003e \u003cp\u003eFormat: Paperback\u003c\/p\u003e \u003cp\u003eISBN-13: 9781349328949\u003c\/p\u003e \u003cp\u003eDOI: 10.1057\/9780230295216\u003c\/p\u003e \u003cp\u003eDimensions: 229cm x152cm\u003c\/p\u003e \u003cp\u003ePages: 196\u003c\/p\u003e ","brand":"Palgrave Macmillan UK","offers":[{"title":"Default Title","offer_id":47431364509836,"sku":"9781349328949","price":49.49,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9781349328949.jpg?v=1775886118","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9781349328949","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}