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

Print

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

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