This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets

Key Features:This book covers the essence of wavelet analysis - such as the maximum overlap discrete wavelet transform, wavelet correlation, and variance - in a unified manner. It covers important topics in finance, such as portfolio asset allocation, asset pricing, hedging strategies, new risk...

COVER -- CONTENTS -- INTRODUCTION -- PART-I -- GAPS IN HISTORICAL STATISTICS -- NET DOMESTIC PRODUCT OF THE INDIAN SUB-CONTINENT FOR THE PERIOD 1861-62 TO 1899-1900 -- ESTIMATION OF MONEY STOCK SERIES -- THE RUPEE CENSUS -- TIME SERIES OF MACRO ECONOMIC VARIABLES -- PART-II -- THE INDIAN ECONOMY...

Intro -- 1. Introduction -- 2. The German Electricity Market -- 3. Forecasting Performance of -- 4. Forecasting Performance of Time Series Models: Empirical Study -- 5. The Effect of Wind and Solar Power on Electricity Prices -- 6. Conclusion.