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

書誌詳細
第一著者: Binsol, Antonina A.
フォーマット: 学位論文
言語:English
主題:
Philippine Stock Exchange Oil Index.
Fractional calculus.
Stock prices indexes > Philippines.
Time-series analysis.