Showing 1 - 10 of 119
Persistent link: https://www.econbiz.de/10003865864
Persistent link: https://www.econbiz.de/10003973023
Persistent link: https://www.econbiz.de/10000494816
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/10003837725
Persistent link: https://www.econbiz.de/10002254319
Persistent link: https://www.econbiz.de/10003885234