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Nonlinear financial econometrics [electronic resource] : Markov switching models, persistence and nonlinear cointegration /

by Gregoriou, Greg N; ProQuest (Firm).
Material type: materialTypeLabelBookPublisher: Basingstoke, Hampshire [England] : Palgrave Macmillan, 2011Description: xix, 196 p. : ill.ISBN: ; .Subject(s): Econometric models | Finance -- Econometric models | Nonlinear systems | Electronic booksOnline resources: Click to View
Contents:
pt. 1. Markov switching models -- pt. 2. Persistence and nonlinear cointegration.
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Includes bibliographical references and index.

pt. 1. Markov switching models -- pt. 2. Persistence and nonlinear cointegration.

Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

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