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Povezanost cijene dionica i deviznog tečaja u Republici Hrvatskoj : VEC model

Benazić, Manuel - In: Ekonomski pregled 59 (2008) 11, pp. 669-687

Persistent link: https://www.econbiz.de/10003794034

Izravna inozemna ulaganja i produktivnost hrvatskih poduzeća u djelatnosti industrije

Marić, Zdravko - In: Privredna kretanja i ekonomska politika 18 (2008) 116, pp. 28-51

Persistent link: https://www.econbiz.de/10003795489

Strane izravne investicije u Hrvatskoj: uzroci neuspjeha

Sisek, Boris - In: Zbornik Ekonomskog Fakulteta u Zagrebu 3 (2005), pp. 89-108

Persistent link: https://www.econbiz.de/10003243744

Testiranje slabog oblika hipoteze efikasnog tržišta na hrvatskom tržištu kapitala

Barbić, Tajana - In: Zbornik Ekonomskog Fakulteta u Zagrebu 8 (2010), pp. 155-172

Persistent link: https://www.econbiz.de/10003995784

Modeliranje volatilnosti vrijednosti na Zagrebackoj burzi

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

are heteroskedastic, i.e. their volatility is not constant in time For that reason the appropriate mathematical models … were developed which take this effect into account. In this paper we study one particular member of GARCH family of models … that successfuly describe heteroskedasticity, i.e. GARCH (1,1) model. We show the significance of the model parameters, and …

Persistent link: https://www.econbiz.de/10001245056