Forecasting volatility of the six (6) different indices in the Philippine Stock Exchange with data from 2010 to 2013 using the GARCH model
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
Robert Dan Roces
Defense Panel Chair
Fahruddin Nawawi Tago
Defense Panel Member
Kenneth Yumang
Abstract Format
html
Language
English
Format
Accession Number
TU17223
Shelf Location
Archives, The Learning Commons, 12F, Henry Sy Sr. Hall
Physical Description
104 leaves : illustrations (some color) ; 28 cm.
Keywords
Stocks--Philippines; Stock exchanges--Philippines
Recommended Citation
Choa, N. L., Ong, M. T., Pielago, M. D., & Xu, C. S. (2014). Forecasting volatility of the six (6) different indices in the Philippine Stock Exchange with data from 2010 to 2013 using the GARCH model. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/9043