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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Main Authors: | Choa, Nicole Anne Marie Lim, Ong, Madelleine Ty, Pielago, Maria Regina Therese Dy, Xu, Carolyn Marie Siao |
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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/9043 |
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Institution: | De La Salle University |
Language: | English |
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