Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Matteo Bonato, Oguzhan Cepni, Rangan Gupta, Christian Pierdzioch
| Year of publication: |
2022
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|---|---|
| Authors: | Bonato, Matteo ; Cepni, Oguzhan ; Gupta, Rangan ; Pierdzioch, Christian |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 2, p. 303-315
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| Subject: | forecasting | international data | realized volatility | REITs | Immobilienfonds | Real estate fund | Volatilität | Volatility | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Welt | World | Prognose | Forecast | Statistische Verteilung | Statistical distribution |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2813 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012817752