Showing 1 - 10 of 47
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
Persistent link: https://www.econbiz.de/10009270251
Persistent link: https://www.econbiz.de/10000756953
Persistent link: https://www.econbiz.de/10000462223
Persistent link: https://www.econbiz.de/10000464013
Persistent link: https://www.econbiz.de/10002119008
Persistent link: https://www.econbiz.de/10002120364
Persistent link: https://www.econbiz.de/10003307186