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/10000696419
Persistent link: https://www.econbiz.de/10003887487
Persistent link: https://www.econbiz.de/10001704417
Persistent link: https://www.econbiz.de/10001551882
Persistent link: https://www.econbiz.de/10001450825
Persistent link: https://www.econbiz.de/10015047100