Nonlinear financial econometrics : Markhov switching models, persistence and nonlinear cointegration
by
 
Gregoriou, Greg N., 1956-

Title
: 
Nonlinear financial econometrics : Markhov switching models, persistence and nonlinear cointegration

Author
: 
Gregoriou, Greg N., 1956-

ISBN
: 
9780230283640

Publication Information
: 
Basingstoke, UK ; New York : Palgrave Macmillan, 2011.

Physical Description
: 
1 online resource (xix, 196 p.) : ill.

Subject Term
: 
Corporations -- Valuation -- Econometric models.
 
Markov processes.

Added Author
: 
Gregoriou, Greg N., 1956-
 
Pascalau, Razvan.


LibraryMaterial TypeItem BarcodeShelf NumberCopy
IIEMSAAudio-visual Material33168025515863332.63221015118 G821N 20111