Back to Results
First PageMeta Content
Econometrics / Noise / Autoregressive conditional heteroskedasticity / Technical analysis / Mathematical finance / Time series / Volatility / Forecasting / Autoregressive–moving-average model / Statistics / Time series analysis / Economics


Bangko Sentral ng Pilipinas BSP Working Paper Series Forecasting the Volatility of Philippine Inflation using GARCH Models
Add to Reading List

Document Date: 2013-11-05 13:22:15

Open Document

File Size: 935,25 KB

Share Result on Facebook

City

SWARCH / /

Company

Acting Bank / Diebold / Financial Forecasting Group / /

Country

Philippines / /

Facility

Threshold ARCH / ARCH Test / A.3 ARCH / /

IndustryTerm

financial applications / quantitative tool / /

MarketIndex

Autoregressive Moving / /

Organization

Bangko Sentral ng Pilipinas / Department of Economic Research / Center for Monetary / /

Person

Haydee L. Ramon / /

Position

author / Officer / /

ProgrammingLanguage

L / /

Technology

Diagnostic tests / /

SocialTag