Showing 1 - 10 of 150
Persistent link: https://www.econbiz.de/10001618171
Persistent link: https://www.econbiz.de/10003885501
Persistent link: https://www.econbiz.de/10003867582
Persistent link: https://www.econbiz.de/10003867586
Persistent link: https://www.econbiz.de/10003978688
Persistent link: https://www.econbiz.de/10009531091
Persistent link: https://www.econbiz.de/10001471546
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
Persistent link: https://www.econbiz.de/10000882987