Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10003656288
Persistent link: https://www.econbiz.de/10009356324
Persistent link: https://www.econbiz.de/10001074306
Persistent link: https://www.econbiz.de/10001041827
Persistent link: https://www.econbiz.de/10003995766
Persistent link: https://www.econbiz.de/10012599532
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