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

Opis bibliograficzny
1. autor: Binsol, Antonina A.
Format: Praca dyplomowa
Język:English
Hasła przedmiotowe:
Philippine Stock Exchange Oil Index.
Fractional calculus.
Stock prices indexes > Philippines.
Time-series analysis.