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1、NonlinearFinancialEconometrics:MarkovSwitchingModels,PersistenceandNonlinearCointegrationGREGORIOU-3:“FM”—2010/11/16—16:40—PAGEi—#1AlsobyGregN.GregoriouandRazvanPascalauFINANCIALECONOMETRICSMODELING:DerivativesPricing,HedgeFundsandTermStructureModelsFINANCIALECONOM
2、ETRICSMODELING:MarketMicrostructure,FactorModelsandFinancialRiskMeasuresNONLINEARFINANCIALECONOMETRICS:ForecastingModels,ComputationalandBayesianModelsGREGORIOU-3:“FM”—2010/11/16—16:40—PAGEii—#2NonlinearFinancialEconometrics:MarkovSwitchingModels,PersistenceandNonl
3、inearCointegrationEditedbyGregN.GregoriouProfessorofFinance,StateUniversityofNewYork(Plattsburgh)ResearchAssociateEDHECBusinessSchool,Nice,FranceandRazvanPascalauAssistantProfessorofEconomics,StateUniversityofNewYork(Plattsburgh)GREGORIOU-3:“FM”—2010/11/16—16:40—PA
4、GEiii—#3Selectionandeditorialmatter©GregN.GregoriouandRazvanPascalau2011Individualchapters©respectivecontributors2011Allrightsreserved.Noreproduction,copyortransmissionofthispublicationmaybemadewithoutwrittenpermission.Noportionofthispublicationmaybereproduced,copi
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6、horizedactinrelationtothispublicationmaybeliabletocriminalprosecutionandcivilclaimsfordamages.TheauthorshaveassertedtheirrightstobeidentifiedastheauthorsofthisworkinaccordancewiththeCopyright,DesignsandPatentsAct1988.Firstpublishedin2011byPALGRAVEMACMILLANPalgraveMa
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