Nonlinear financial econometrics : Markhov switching models, persistence and nonlinear cointegration :: ISBN 9780230283640 :: Palgrave Macmillan 2011 :: OBNB, the Open British National Bibliography

Publication Data

Title Nonlinear financial econometrics : Markhov switching models, persistence and nonlinear cointegration
Contributors Greg N. Gregoriou, Razvan Pascalau
Publisher Palgrave Macmillan
Publication date 2011
Publication location Basingstoke
Language English

Topics

Econometric models
Nonlinear theories
Markov processes
015623280

Catalogue Data

OBNB ID GBB094979
ISBN 10 0230283640
ISBN 13 9780230283640
Type BibliographicResource, Book
Dewey Classification 332.63221015118

ISBD

P1053 xix, 196 p.
P1042 Includes bibliographical references and index.

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Nonlinear financial econometrics : Markhov switching models, persistence and nonlinear cointegration. ISBN 9780230283640. Published by Palgrave Macmillan in 2011. Publication and catalogue information, links to buy online and reader comments.