• Palgrave Macmillan
email/print EmailPrint

Razvan Pascalau

RAZVAN PASCALAU is assistant professor of Economics at State Uiversity of New York (Plattsburgh), USA. He graduated with a PhD in Economics and MSc in Finance from the University of Alabama. His primary field of interest is Applied Time Series Econometrics.

Works

cover Buy
Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

Palgrave Macmillan
This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of...
cover Buy
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

Palgrave Macmillan
This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions...
cover Buy
Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures

Palgrave Macmillan
This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new...
cover Buy
Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models

Palgrave Macmillan
This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it...
Razvan Pascalau

Bestseller

cover Buy
Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models

Palgrave Macmillan
This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it...

Sign up to receive information about new releases, author appearances, special offers, all related to your favorite books and authors.
Sign Up Now!