Markov switching models, persistence and nonlinear cointegration

著者

• Gregoriou, Greg N.
• Pascalau, Razvan

書誌事項

Markov switching models, persistence and nonlinear cointegration

edited by Greg N. Gregoriou and Razvan Pascalau

（Nonlinear financial econometrics / edited by Greg N. Gregoriou and Razvan Pascalau）

Palgrave Macmillan, 2011

• : hardback

• NII書誌ID(NCID): BB04466575
• ISBN:
  • 9780230283640
• 出版国コード: uk
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Basingstoke
• ページ数/冊数: xix, 196 p.
• 大きさ: 23 cm
• 分類:
  • DC22 : 332.63221015118
• 件名:
  • LCSH : Corporations -- Valuation -- Econometric models
  • LCSH : Markov processes
• 親書誌ID:
  • BB05352571