Forecasting the volatility of Philippine inflation using GARCH models

Forecasting the volatility of Philippine inflation using GARCH models

書誌詳細
第一著者: Ramon, Haydee L.
フォーマット: 図書
言語:English
出版事項: [Manila] Bangko Sentral ng Pilipinas 2008.
シリーズ:BSP working paper series no. 2008-01
主題:
Inflation (Finance) > Philippines > Forecasting > Mathematical models.
Inflation (Finance) > Forecasting > Mathematical models.
Finance > Mathematical models.
Forecasting > Mathematical models.