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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration - Greg N. Gregoriou December 8, 2010 PDF  BOOKS
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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Author: Greg N. Gregoriou
Year: December 8, 2010
Format: PDF
File size: PDF 1.9 MB
Language: English



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Book Description: Nonlinear Financial Econometrics Markov Switching Models Persistence and Nonlinear Cointegration Author: Greg N. Gregoriou December 8, 2010 The book "Nonlinear Financial Econometrics Markov Switching Models Persistence and Nonlinear Cointegration" by Greg N. Gregoriou presents a comprehensive analysis of the evolution of technology and its impact on human society, highlighting the need for a personal paradigm shift in understanding the technological process of developing modern knowledge. The author argues that this shift is crucial for the survival of humanity and the unification of people in a warring state. The book is divided into [number of chapters], each focusing on a specific aspect of nonlinear financial econometrics, Markov switching models, and persistence in stock returns. The author begins by discussing the importance of understanding the technological process and its impact on society, emphasizing the need for a personal paradigm shift to adapt to the rapidly changing world.
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