Beronilla, Nikkin L.; Mapa, Dennis S. - In: Philippine Review of Economics 45 (2008) 2, pp. 87-99
conditional heteroskedasticity) models. These models, which could be based on either the Parkinson range or the Garman-Klass range …)—are performed for comparison. The result of the assessment shows that the model based on the Parkinson range GARCH (1,1) with …