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

Библиографические подробности
Главный автор: Binsol, Antonina A.
Формат: Диссертация
Язык:English
Предметы:
Philippine Stock Exchange Oil Index.
Fractional calculus.
Stock prices indexes > Philippines.
Time-series analysis.