Climate risks and prediction of sectoral REITs volatility : international evidence
Year of publication: |
[2024]
|
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Authors: | Salisu, Afees A. ; Ogbonna, Ahamuefula Ephraim ; Bouri, Elie ; Gupta, Rangan |
Publisher: |
Pretoria, South Africa : Department of Economics, University of Pretoria |
Subject: | Climate risks | emerging and developed economies | sectoral REITs | realized volatility | feasible quasi-generalized least squares (FQGLS) method | forecast evaluation | Volatilität | Volatility | Immobilienfonds | Real estate fund | Prognoseverfahren | Forecasting model | Klimawandel | Climate change | Kapitaleinkommen | Capital income | Risiko | Risk | Schwellenländer | Emerging economies | Welt | World | ARCH-Modell | ARCH model | Risikomaß | Risk measure |
Extent: | 1 Online-Ressource (circa 22 Seiten) |
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Series: | Department of Economics working paper series. - Pretoria : Department of Economics, University of Pretoria, ZDB-ID 3031297-8. - Vol. 2024, 34 (August 2024) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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