Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10000741198
Persistent link: https://www.econbiz.de/10001159566
Persistent link: https://www.econbiz.de/10014269885
Persistent link: https://www.econbiz.de/10003885441
Persistent link: https://www.econbiz.de/10003480381
Persistent link: https://www.econbiz.de/10000886355
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