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

Author

Gyeong Hui Kim
Althea Lauban
Diane April Ramos
Noemi Lynn Semeniano

Date of Publication

2014

Document Type

Bachelor's Thesis

Degree Name

Bachelor of Science in Management of Financial Institutions

Subject Categories

Finance and Financial Management

College

Ramon V. Del Rosario College of Business

Department/Unit

Financial Management

Thesis Adviser

Neriza M. Delfino

Defense Panel Member

Rene Betita

Ricarte Pinlac

Abstract Format

html

Language

English

Format

Print

Accession Number

TU21254

Shelf Location

Archives, The Learning Commons, 12F, Henry Sy Sr. Hall

Physical Description

vi, 142 leaves : illustrations ; 29 cm.

Keywords

Stock exchanges--Philippines; Stock price indexes--Philippines

Recommended Citation

Kim, G., Lauban, A., Ramos, D., & Semeniano, N. (2014). Assessing the volatility among selected stock market indices in the different sectors of the Philippine Stock Exchange using autoregressive conditional heteroscedasticity (ARCH-type) models. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/9016