Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10003376892
Persistent link: https://www.econbiz.de/10003581881
Persistent link: https://www.econbiz.de/10009521799
Persistent link: https://www.econbiz.de/10003973012
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