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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...
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order theory) na hrvatskom tržištu kapitala. Istraživanje je obuhvatilo 17 nefinancijskih društava uvrštenih na Zagrebačkoj …English Abstract: The purpose of this paper is empirical testing of the pecking order theory of the capital structure … sector were excluded from the sample. The existence of the pecking order theory was carried out according to the regression …
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