Showing 1 - 10 of 148
For proper valuation of risk to which the portfolio of financial assets is exposed, it is necessary to forecast the … are heteroskedastic, i.e. their volatility is not constant in time For that reason the appropriate mathematical models …
Persistent link: https://www.econbiz.de/10001245056
Persistent link: https://www.econbiz.de/10001200031
Persistent link: https://www.econbiz.de/10003794034
Persistent link: https://www.econbiz.de/10003425550
Persistent link: https://www.econbiz.de/10002925377
Persistent link: https://www.econbiz.de/10001547635
Persistent link: https://www.econbiz.de/10001220125
Persistent link: https://www.econbiz.de/10000882987
Persistent link: https://www.econbiz.de/10000888902
Persistent link: https://www.econbiz.de/10000829054