TY  - BOOK
AU  - GREGORIOU, Greg N.
AU  - PASCLAU, Razvan
TI  - Nonlinear financial econometrics: Markov switching models, persistence and nonlinear cointegration
SN  - 9780230283640
PY  - 2011///
CY  - New York
PB  - Palgrave and Macmillan
KW  - Econometric models
KW  - Nonlinear theories
KW  - Markov processes
N1  - Includes index
ER  -