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A range-based GARCH model for forecasting financial volatility
Mapa, Dennis S. - In: The Philippine review of economics : a joint … 40 (2003) 2, pp. 73-90
Persistent link: https://www.econbiz.de/10009940596
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The link between agricultural output and the states of poverty in the Philippines : evidence from self-rated poverty data
Mapa, Dennis S.; Lucagbo, Michael Daniel C.; Garcia, … - In: The Philippine review of economics : a joint … 49 (2012) 2, pp. 51-74
Persistent link: https://www.econbiz.de/10010097339
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Robustness procedures in economic growth regression models
Mapa, Dennis S.; Briones, Kristine Joy S. - In: The Philippine review of economics : a joint … 44 (2007) 2, pp. 71-84
Persistent link: https://www.econbiz.de/10009940657
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Range-based models in estimating value-at-risk (VaR)
Beronilla, Nikkin L.; Mapa, Dennis S. - In: The Philippine review of economics : a joint … 45 (2008) 2, pp. 87-99
Persistent link: https://www.econbiz.de/10009940674
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Measuring market risk using extreme value theory
Suaiso, Jose Oliver Q.; Mapa, Dennis S. - In: The Philippine review of economics : a joint … 46 (2009) 2, pp. 91-121
Persistent link: https://www.econbiz.de/10009940692
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Estimating inflation-at-risk (IaR) using extreme value theory (EVT)
Santos, Edward P.; Mapa, Dennis S.; Glindro, Eloisa T. - In: The Philippine review of economics : a joint … 47 (2010) 2, pp. 21-40
Persistent link: https://www.econbiz.de/10010007397