Similar Search Results

Model za vrednovanje varanata i turbo certifikata s temeljnom imovinom s hrvatskoga tržišta kapitala

Marasović, Branka; Šego, Boško - In: Ekonomski pregled 62 (2011) 7/8, pp. 345-382

Persistent link: https://www.econbiz.de/10009356324

Upravljanje kamatnim rizikom i financijske izvedenice za upravljanje rizikom u Hrvatskim bankama

Slijepčević, Sunčana; Živko, Igor - In: Economic research 21 (2008) 1, pp. 10-18

Persistent link: https://www.econbiz.de/10003656288

Modeliranje volatilnosti vrijednosti na Zagrebackoj burzi

Šestović, Dragan - In: Ekonomski pregled 49 (1998) 4, pp. 292-303

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