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A Measure of value-at-risk (VaR) for fat-tailed distributed Philippine stock index and Philippine portfolios with selected international stock indices an Extreme Value Theory (EVT)...
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Quismorio, Brenda A.
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On the application of autoregressive-fractionally-integrated-moving-average (ARFIMA) model to Philippine Stock Exchange Oil Index
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Binsol, Antonina A.
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Macroeconomic factors and the PHISIX a study on the determinants in the movements of the Phisix
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Girado, Jane Louie
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CAMPUS
Diliman
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Baguio
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DATABASE
Union Catalog (Buklod)
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Index to Philippine Newspapers (IPN)
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3
UNIT LIBRARY
Diliman Main Library: University Archives
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4
Cesar E.A. Virata School of Business
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L - Education
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SUBJECT
Stock price indexes
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6
Stocks
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Price indexes and averages
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Stock price index
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Prices
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Stock exchanges
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Copulas (Mathematical statistics)
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Rate of return
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Risk management
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Stock exchange
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Stock price forecasting
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Stock prices indexes
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Superstition
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Time-series analysis
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Bautista, Carlos C.
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Amoroso, Ralph Martin Chan
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Barberis, Nicholas
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Binsol, Antonina A.
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Colby, Robert W.
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Daway-Ducanes, Sarah Lynne S.
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Dumlao, Ma. Doris C.
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Girado, Jane Louie
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Meyer, Thomas A.
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Pascual, Isis Normagne G.
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Quismorio, Brenda A.
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Rivero, Rachelle A.
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Ruelos, Leif Marius Garcia
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Santos, Lorenzo P.
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Sevilla, Denise Avn
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Shleifer, Andrei
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Sinsioco, Arnold G.
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Ty, Tea Jalin C.
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Wurglur, Jeffrey
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