Showing 1 - 10 of 10
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/10003307186
Persistent link: https://www.econbiz.de/10003972995
Persistent link: https://www.econbiz.de/10009521814
Persistent link: https://www.econbiz.de/10009310728
Persistent link: https://www.econbiz.de/10009311818
Persistent link: https://www.econbiz.de/10011308576
Persistent link: https://www.econbiz.de/10010439241
Persistent link: https://www.econbiz.de/10010395224