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Testovi martingala u analizi ekonomsko-finansijskih vremenskih serija
Mladenović, Zorica
- In:
Economic annals
43
(
1999
),
pp. 279-293
Persistent link: https://www.econbiz.de/10001551890
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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 …
Persistent link: https://www.econbiz.de/10001245056
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