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Table of contents (9 chapters)
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Front Matter
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Persistence and Nonlinear Cointegration
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Front Matter
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Back Matter
About this book
Editors and Affiliations
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State University of New York, Plattsburgh, USA
Greg N. Gregoriou, Razvan Pascalau
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Research Associate EDHEC Business School, Nice, France
Greg N. Gregoriou
About the editors
Bibliographic Information
Book Title: Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Editors: Greg N. Gregoriou, Razvan Pascalau
DOI: https://doi.org/10.1057/9780230295216
Publisher: Palgrave Macmillan London
eBook Packages: Palgrave Economics & Finance Collection, Economics and Finance (R0)
Copyright Information: Palgrave Macmillan, a division of Macmillan Publishers Limited 2011
Hardcover ISBN: 978-0-230-28364-0Published: 08 December 2010
Softcover ISBN: 978-1-349-32894-9Published: 01 January 2011
eBook ISBN: 978-0-230-29521-6Published: 08 December 2010
Edition Number: 1
Number of Pages: XIX, 196
Topics: Business Finance, Econometrics, Business Mathematics, Economic Theory/Quantitative Economics/Mathematical Methods, Finance, general