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Ocjenjivanje pretpostavke vremenske neograničenosti poslovanja u tranzicijskom okruženju : empirijski nalazi u Republici Hrvatskoj
Zenzerović, Robert; Peruško, Ticijan - In: Ekonomski pregled 60 (2009) 7/8, pp. 348-368
Persistent link: https://www.econbiz.de/10003885444
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Solventnost poduzeća u Republici Hrvatskoj i u Europskoj Uniji
Šverko Grdić, Zvonimira; Radolović, Jasminka; … - In: Ekonomski pregled 60 (2009) 5/6, pp. 250-266
Persistent link: https://www.econbiz.de/10003867592
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Sistem sankcija za nelikvidnost i gubitke OUR-a u jugoslavenskom privrednom sistemu
Zakošek, Nenad - In: Ekonomski pregled 37 (1986) 5, pp. 217-238
Persistent link: https://www.econbiz.de/10001032592
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Finansiranje privrede i samoupravljanje
Ribnikar, Ivan - In: Ekonomist 38 (1985) 1, pp. 21-36
Persistent link: https://www.econbiz.de/10001034016
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Potrebe za informacijama institucionalnih investitora na tržištu kapitala Republike Hrvatske u procesu donošenja odluka o investiranju u dionice kotirajućih poduzeća
Ramljak, Branka; Anić-Antić, Paško - In: Ekonomski pregled 60 (2009) 7/8, pp. 332-347
Persistent link: https://www.econbiz.de/10003885441
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Institucionalni portfeljni ulagači u interakciji s fiskalnom i monetarnom politikom
Samodol, Ante - In: Ekonomski pregled 58 (2007) 3/4, pp. 181-204
Persistent link: https://www.econbiz.de/10003480381
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Konzekvencije Baselskog sporazuma o kapitalu (Basel II) na poslovanje poduzeća u Hrvatskoj
Dorić, Katarina - In: Zbornik Ekonomskog Fakulteta u Zagrebu 8 (2010), pp. 41-63
Persistent link: https://www.econbiz.de/10003995766
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Upravljanje kamatnim rizikom i financijske izvedenice za upravljanje rizikom u Hrvatskim bankama
Slijepčević, Sunčana; Živko, Igor - In: Economic research 21 (2008) 1, pp. 10-18
Persistent link: https://www.econbiz.de/10003656288
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Innovations in forestry, wood processing and furniture manufacturing : scientific book
Pirc, Andreja (ed.); Jelačić, Denis (ed.) - 2017
Persistent link: https://www.econbiz.de/10012599532
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Modeliranje volatilnosti vrijednosti na Zagrebackoj burzi
Šestović, Dragan - In: Ekonomski pregled 49 (1998) 4, pp. 292-303
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