Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10003885232
Persistent link: https://www.econbiz.de/10003837725
Persistent link: https://www.econbiz.de/10003795507
Persistent link: https://www.econbiz.de/10003742238
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