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

Bibliografische gegevens
Hoofdauteur: Binsol, Antonina A.
Formaat: Thesis
Taal:English
Onderwerpen:
Philippine Stock Exchange Oil Index.
Fractional calculus.
Stock prices indexes > Philippines.
Time-series analysis.