Dynamics of the Philippine market sectors a DDC analysis

Aims to describe market sector volatility behavior in the Philippines. Examines the behavior market sector indices (financials, industrial, holding firms, property, services and mining &oil) using dynamic conditional correlation (DCC) analysis, a multivariate GARCGH model. Also shows how the DC...

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Detaylı Bibliyografya

Yazar:	Gordo, Gilbert M. (Yazar)
Diğer Yazarlar:	Bautista, Carlos C. (adviser.)
Materyal Türü:	Tez
Dil:	İngilizce
Konular:	Investment analysis. Investments > Mathematical models. Portfolio analysis.