Nonlinear financial econometrics
Subtitle: Markhov switching models, persistence and nonlinear cointegration
By: edited by Greg N. Gregoriou, Razvan Pascalau
Publisher: Palgrave Macmillan
Published: 2011
Place of publication: Basingstoke
Language: eng
Number of pages: 196
ISBN-13: 9780230283640
Subjects: Corporations; Econometric models; Nonlinear theories; Valuation; Markov processes
Notes: Includes bibliographical references and index.