On the application of autoregressive-fractionally-integrated-moving-average (ARFIMA) model to Philippine Stock Exchange Oil Index

On the application of autoregressive-fractionally-integrated-moving-average (ARFIMA) model to Philippine Stock Exchange Oil Index

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Hlavní autor: Binsol, Antonina A.
Médium: Diplomová práce
Jazyk:English
Témata:
Philippine Stock Exchange Oil Index.
Fractional calculus.
Stock prices indexes > Philippines.
Time-series analysis.