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Nonlinear Financial Econometrics Markov by Gregoriou Greg (27 results)
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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration (Paperback)
Published by Palgrave Macmillan, Basingstoke, 2011
ISBN 10: 1349328944 ISBN 13: 9781349328949
Language: English
First Edition
Paperback. Condition: new. Paperback. This 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. This 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Condition: New.
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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 49.13
Convert currency£ 11.98 shipping from United Kingdom to U.S.A.Quantity: Over 20 available
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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Published by Palgrave Macmillan 2011-01, 2011
ISBN 10: 1349328944 ISBN 13: 9781349328949
Language: English
£ 47.73
Convert currency£ 15.49 shipping from United Kingdom to U.S.A.Quantity: 10 available
Add to basketPF. Condition: New.
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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
Seller rating 5 out of 5 stars
£ 69.20
Convert currency£ 9.15 shipping from Ireland to U.S.A.Quantity: 15 available
Add to basketCondition: New. This 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. Num Pages: 196 pages, biography. BIC Classification: KCA; KCH; KFF; KFFH; KJQ. Category: (G) General (US: Trade). Dimension: 229 x 152 x 12. Weight in Grams: 328. . 2011. Paperback. . . . .
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Condition: New. This 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. Num Pages: 196 pages, biography. BIC Classification: KCA; KCH; KFF; KFFH; KJQ. Category: (G) General (US: Trade). Dimension: 229 x 152 x 12. Weight in Grams: 328. . 2011. Paperback. . . . . Books ship from the US and Ireland.
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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration (Paperback)
Published by Palgrave Macmillan, Basingstoke, 2011
ISBN 10: 1349328944 ISBN 13: 9781349328949
Language: English
First Edition
£ 54.49
Convert currency£ 37 shipping from United Kingdom to U.S.A.Quantity: 1 available
Add to basketPaperback. Condition: new. Paperback. This 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. This 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration (Paperback)
Published by Palgrave Macmillan, Basingstoke, 2011
ISBN 10: 1349328944 ISBN 13: 9781349328949
Language: English
First Edition
£ 68.53
Convert currency£ 27.77 shipping from Australia to U.S.A.Quantity: 1 available
Add to basketPaperback. Condition: new. Paperback. This 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. This 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration (Hardcover)
Published by Palgrave Macmillan, Basingstoke, 2010
ISBN 10: 0230283640 ISBN 13: 9780230283640
Language: English
Hardcover. Condition: new. Hardcover. This 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. This 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Condition: New.
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Condition: New.
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Nonlinear financial econometrics Markov switching models, persistence and nonlinear cointegration
Published by Palgrave MacMillan, Hampshire, 2010
ISBN 10: 0230283640 ISBN 13: 9780230283640
Language: English
TAPA DURA. Condition: New.
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Condition: New.
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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 114.13
Convert currency£ 11.98 shipping from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
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Nonlinear Financial Econometrics : Markov Switching Models, Persistence and Nonlinear Cointegration
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
£ 114.12
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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
Seller rating 5 out of 5 stars
£ 153.38
Convert currency£ 9.15 shipping from Ireland to U.S.A.Quantity: 15 available
Add to basketCondition: New. This 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. Num Pages: 215 pages, biography. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational. Dimension: 226 x 145 x 15. Weight in Grams: 380. . 2011. Hardcover. . . . .
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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Published by Palgrave Macmillan UK, 2010
ISBN 10: 0230283640 ISBN 13: 9780230283640
Language: English
£ 119.49
Convert currency£ 42.67 shipping from Germany to U.S.A.Quantity: Over 20 available
Add to basketGebunden. Condition: New. JEREMY BERKOWITZ Associate Professor of Finance at Bauer College of Business, University of Houston, USA DEREK BOND Senior Lecturer in Financial Econometrics at the University of Ulster, UK THOMAS C. CHIANG Marshall M. Austin Professor of Finance at Drexel .
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£ 151.21
Convert currency£ 25 shipping from United Kingdom to U.S.A.Quantity: 2 available
Add to basketHardcover. Condition: Brand New. 304 pages. 8.58x5.51x0.79 inches. In Stock.
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Nonlinear Financial Econometrics : Markov Switching Models, Persistence and Nonlinear Cointegration
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
£ 165.99
Convert currency£ 15 shipping from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: As New. Unread book in perfect condition.
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£ 158
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Add to basketHardcover. Condition: Like New. Like New. book.
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Condition: As New. Unread book in perfect condition.
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Condition: New. This 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. Num Pages: 215 pages, biography. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational. Dimension: 226 x 145 x 15. Weight in Grams: 380. . 2011. Hardcover. . . . . Books ship from the US and Ireland.
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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration (Hardcover)
Published by Palgrave Macmillan, Basingstoke, 2010
ISBN 10: 0230283640 ISBN 13: 9780230283640
Language: English
£ 190.28
Convert currency£ 27.77 shipping from Australia to U.S.A.Quantity: 1 available
Add to basketHardcover. Condition: new. Hardcover. This 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. This 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
£ 56.89
Convert currency£ 14.14 shipping from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketPaperback / softback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 339.
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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Published by Palgrave Macmillan UK, 2011
ISBN 10: 1349328944 ISBN 13: 9781349328949
Language: English
£ 43.72
Convert currency£ 42.67 shipping from Germany to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. JEREMY BERKOWITZ Associate Professor of Finance at Bauer College of Business, University of Houston, USA DEREK BOND Senior Lecturer in Financial Econometrics at the University of Ulster, UK THOMAS C. CHIANG Marshall M. Austin Professor of Finance at Drexel .
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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Published by SPRINGER NATURE Dez 2010, 2010
ISBN 10: 0230283640 ISBN 13: 9780230283640
Language: English
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
£ 115.18
Convert currency£ 20.03 shipping from Germany to U.S.A.Quantity: 2 available
Add to basketBuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This 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. 196 pp. Englisch.
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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Published by Palgrave Macmillan UK, 2010
ISBN 10: 0230283640 ISBN 13: 9780230283640
Language: English
£ 119.16
Convert currency£ 53.90 shipping from Germany to U.S.A.Quantity: 2 available
Add to basketBuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This 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.
