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Available for UP System via Wiley Online Library

Sampling design enhancements for the quarterly survey of Philippine business and industry por Cubinar, Gloria A.

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The generalized auto regressive conditional heteroskedasticity Parkinson range ( Garch-Park-R) model for forecasting financial volatility por Mapa, Claire Dennis S.

A range-based GARCH model for forecasting financial volatility por Mapa, Dennis S.

Ligazón do recurso

Two decades of vector autoregression (VAR) modeling a survey por Reside, Renato E.

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