Showing 1 - 10 of 10
Persistent link: https://www.econbiz.de/10003995784
Persistent link: https://www.econbiz.de/10000849644
Persistent link: https://www.econbiz.de/10001411586
For proper valuation of risk to which the portfolio of financial assets is exposed, it is necessary to forecast the second moments of financial time series, that is variabilities. The empirical investigations show that financia time series are heteroskedastic, i.e. their volatility is not...
Persistent link: https://www.econbiz.de/10001245056
Persistent link: https://www.econbiz.de/10001200031
Persistent link: https://www.econbiz.de/10001220125
Persistent link: https://www.econbiz.de/10001547635
Persistent link: https://www.econbiz.de/10003794034
Persistent link: https://www.econbiz.de/10003425550
Persistent link: https://www.econbiz.de/10002925377