Showing 1 - 10 of 70
For proper valuation of risk to which the portfolio of financial assets is exposed, it is necessary to forecast the … are heteroskedastic, i.e. their volatility is not constant in time For that reason the appropriate mathematical models …
Persistent link: https://www.econbiz.de/10001245056
Persistent link: https://www.econbiz.de/10008697616
Persistent link: https://www.econbiz.de/10003808572
Persistent link: https://www.econbiz.de/10008798470
Persistent link: https://www.econbiz.de/10003572103
Persistent link: https://www.econbiz.de/10003572364
Persistent link: https://www.econbiz.de/10010230447
Persistent link: https://www.econbiz.de/10009269301
Persistent link: https://www.econbiz.de/10009237758