Improving GARCH based volatility forecasting using six predictor models

• المؤلفون الرئيسيون: Antonio, Glenn Marco, Franco, Ricardo, Santos, Jan Thomas, Teodoro, Santiago
• التنسيق: text
• اللغة: English
• منشور في: Animo Repository 2016
• الموضوعات: Stock price forecasting > Philippines; Stocks > Prices > Philippines; Finance and Financial Management
• الوصول للمادة أونلاين: https://animorepository.dlsu.edu.ph/etd_bachelors/9036
• المؤسسة: De La Salle University

Over the past decades, the worldwide financial markets have been continually evolving. Along with this is a rapidly growing need for an accurate and efficient volatility forecasting method. In this study, the proponents sought to determine if the incorporation of the available volatility estimators...