Šestović, Dragan - In: Ekonomski pregled 49 (1998) 4, pp. 292-303
are heteroskedastic, i.e. their volatility is not constant in time For that reason the appropriate mathematical models … were developed which take this effect into account. In this paper we study one particular member of GARCH family of models … S&P500. By using these models we show how one can improve riskforecasting process. (SOI : EP: S. 303) …
