Forecasting volatility of the six (6) different indices in the Philippine Stock Exchange with data from 2010 to 2013 using the GARCH model
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2014
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oai:animorepository.dlsu.edu.ph:etd_bachelors-96882021-08-22T05:22:51Z Forecasting volatility of the six (6) different indices in the Philippine Stock Exchange with data from 2010 to 2013 using the GARCH model Choa, Nicole Anne Marie Lim Ong, Madelleine Ty Pielago, Maria Regina Therese Dy Xu, Carolyn Marie Siao 2014-01-01T08:00:00Z text https://animorepository.dlsu.edu.ph/etd_bachelors/9043 Bachelor's Theses English Animo Repository Stocks--Philippines Stock exchanges--Philippines Finance and Financial Management |
| institution |
De La Salle University |
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De La Salle University Library |
| continent |
Asia |
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Philippines Philippines |
| content_provider |
De La Salle University Library |
| collection |
DLSU Institutional Repository |
| language |
English |
| topic |
Stocks--Philippines Stock exchanges--Philippines Finance and Financial Management |
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Stocks--Philippines Stock exchanges--Philippines Finance and Financial Management Choa, Nicole Anne Marie Lim Ong, Madelleine Ty Pielago, Maria Regina Therese Dy Xu, Carolyn Marie Siao Forecasting volatility of the six (6) different indices in the Philippine Stock Exchange with data from 2010 to 2013 using the GARCH model |
| format |
text |
| author |
Choa, Nicole Anne Marie Lim Ong, Madelleine Ty Pielago, Maria Regina Therese Dy Xu, Carolyn Marie Siao |
| author_facet |
Choa, Nicole Anne Marie Lim Ong, Madelleine Ty Pielago, Maria Regina Therese Dy Xu, Carolyn Marie Siao |
| author_sort |
Choa, Nicole Anne Marie Lim |
| title |
Forecasting volatility of the six (6) different indices in the Philippine Stock Exchange with data from 2010 to 2013 using the GARCH model |
| title_short |
Forecasting volatility of the six (6) different indices in the Philippine Stock Exchange with data from 2010 to 2013 using the GARCH model |
| title_full |
Forecasting volatility of the six (6) different indices in the Philippine Stock Exchange with data from 2010 to 2013 using the GARCH model |
| title_fullStr |
Forecasting volatility of the six (6) different indices in the Philippine Stock Exchange with data from 2010 to 2013 using the GARCH model |
| title_full_unstemmed |
Forecasting volatility of the six (6) different indices in the Philippine Stock Exchange with data from 2010 to 2013 using the GARCH model |
| title_sort |
forecasting volatility of the six (6) different indices in the philippine stock exchange with data from 2010 to 2013 using the garch model |
| publisher |
Animo Repository |
| publishDate |
2014 |
| url |
https://animorepository.dlsu.edu.ph/etd_bachelors/9043 |
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1772834689064632320 |