Forecasting the volatility of Philippine inflation using GARCH models

Forecasting the volatility of Philippine inflation using GARCH models

Detalhes bibliográficos
Autor principal: Ramon, Haydee L.
Formato: Livro
Idioma:English
Publicado em: [Manila] Bangko Sentral ng Pilipinas 2008.
coleção:BSP working paper series no. 2008-01
Assuntos:
Inflation (Finance) > Philippines > Forecasting > Mathematical models.
Inflation (Finance) > Forecasting > Mathematical models.
Finance > Mathematical models.
Forecasting > Mathematical models.