Forecasting the volatility of Philippine inflation using GARCH models

Forecasting the volatility of Philippine inflation using GARCH models

Bibliographic Details
Main Author: Ramon, Haydee L.
Format: Book
Language:English
Published: [Manila] Bangko Sentral ng Pilipinas 2008.
Series:BSP working paper series no. 2008-01
Subjects:
Inflation (Finance) > Philippines > Forecasting > Mathematical models.
Inflation (Finance) > Forecasting > Mathematical models.
Finance > Mathematical models.
Forecasting > Mathematical models.