Forecasting the volatility of Philippine inflation using GARCH models

Forecasting the volatility of Philippine inflation using GARCH models

書目詳細資料
主要作者: Ramon, Haydee L.
格式: 圖書
語言:English
出版: [Manila] Bangko Sentral ng Pilipinas 2008.
叢編: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.