Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10003480381
Persistent link: https://www.econbiz.de/10001371099
Persistent link: https://www.econbiz.de/10009317574
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