Assessing the volatility among selected stock market indices in the different sectors of the Philippine Stock Exchange using autoregressive conditional heteroscedasticity (ARCH-type) models

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Main Authors: Kim, Gyeong Hui, Lauban, Althea, Ramos, Diane April, Semeniano, Noemi Lynn
Format: text
Language:English
Published: Animo Repository 2014
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Online Access:https://animorepository.dlsu.edu.ph/etd_bachelors/9016
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Institution: De La Salle University
Language: English
id oai:animorepository.dlsu.edu.ph:etd_bachelors-9661
record_format eprints
spelling oai:animorepository.dlsu.edu.ph:etd_bachelors-96612021-08-20T07:08:36Z Assessing the volatility among selected stock market indices in the different sectors of the Philippine Stock Exchange using autoregressive conditional heteroscedasticity (ARCH-type) models Kim, Gyeong Hui Lauban, Althea Ramos, Diane April Semeniano, Noemi Lynn 2014-01-01T08:00:00Z text https://animorepository.dlsu.edu.ph/etd_bachelors/9016 Bachelor's Theses English Animo Repository Stock exchanges--Philippines Stock price indexes--Philippines Finance and Financial Management
institution De La Salle University
building De La Salle University Library
continent Asia
country Philippines
Philippines
content_provider De La Salle University Library
collection DLSU Institutional Repository
language English
topic Stock exchanges--Philippines
Stock price indexes--Philippines
Finance and Financial Management
spellingShingle Stock exchanges--Philippines
Stock price indexes--Philippines
Finance and Financial Management
Kim, Gyeong Hui
Lauban, Althea
Ramos, Diane April
Semeniano, Noemi Lynn
Assessing the volatility among selected stock market indices in the different sectors of the Philippine Stock Exchange using autoregressive conditional heteroscedasticity (ARCH-type) models
format text
author Kim, Gyeong Hui
Lauban, Althea
Ramos, Diane April
Semeniano, Noemi Lynn
author_facet Kim, Gyeong Hui
Lauban, Althea
Ramos, Diane April
Semeniano, Noemi Lynn
author_sort Kim, Gyeong Hui
title Assessing the volatility among selected stock market indices in the different sectors of the Philippine Stock Exchange using autoregressive conditional heteroscedasticity (ARCH-type) models
title_short Assessing the volatility among selected stock market indices in the different sectors of the Philippine Stock Exchange using autoregressive conditional heteroscedasticity (ARCH-type) models
title_full Assessing the volatility among selected stock market indices in the different sectors of the Philippine Stock Exchange using autoregressive conditional heteroscedasticity (ARCH-type) models
title_fullStr Assessing the volatility among selected stock market indices in the different sectors of the Philippine Stock Exchange using autoregressive conditional heteroscedasticity (ARCH-type) models
title_full_unstemmed Assessing the volatility among selected stock market indices in the different sectors of the Philippine Stock Exchange using autoregressive conditional heteroscedasticity (ARCH-type) models
title_sort assessing the volatility among selected stock market indices in the different sectors of the philippine stock exchange using autoregressive conditional heteroscedasticity (arch-type) models
publisher Animo Repository
publishDate 2014
url https://animorepository.dlsu.edu.ph/etd_bachelors/9016
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