Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration 9780230283640, 0230283640

This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models

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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
 9780230283640, 0230283640

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