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 |
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Format: | text |
Language: | English |
Published: |
Animo Repository
2014
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Subjects: | |
Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/9016 |
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Institution: | De La Salle University |
Language: | English |
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