Comparative analysis of known time series models to forecast volatility in Philippine stock and FOREX markets
The stock and FOREX markets are two of the known markets in the world of business, and in this study, a number of time series models to forecast volatility were compared. Furthermore, the research is aimed to study models for these two markets in the Philippine setting. Forecasting volatility is hel...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2015
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/14898 |
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| Institution: | De La Salle University |
| Language: | English |