Showing 1 - 10 of 15
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/10000805242
Persistent link: https://www.econbiz.de/10003794034
Persistent link: https://www.econbiz.de/10003940215
Persistent link: https://www.econbiz.de/10008809038
Persistent link: https://www.econbiz.de/10001081164
Persistent link: https://www.econbiz.de/10000720981
Persistent link: https://www.econbiz.de/10001046616
Persistent link: https://www.econbiz.de/10000784912
Persistent link: https://www.econbiz.de/10003950933