Showing 1 - 10 of 152
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/10000784912
Persistent link: https://www.econbiz.de/10000789260
Persistent link: https://www.econbiz.de/10000720981
Persistent link: https://www.econbiz.de/10001041848
Persistent link: https://www.econbiz.de/10001046616
Persistent link: https://www.econbiz.de/10001206214
Persistent link: https://www.econbiz.de/10001080829
Persistent link: https://www.econbiz.de/10002011113
Persistent link: https://www.econbiz.de/10003950933