Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Year of publication: |
2023
|
---|---|
Authors: | Salisu, Afees A. ; Gupta, Rangan ; Bouri, Elie |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 88.2023, p. 303-314
|
Subject: | forecasting | GARCH-MIDAS model | global economic conditions | mixed data analysis | REITs volatility | Immobilienfonds | Real estate fund | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Welt | World | ARCH-Modell | ARCH model |
-
Salisu, Afees A., (2022)
-
Salisu, Afees A., (2022)
-
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A., (2024)
- More ...
-
Salisu, Afees A., (2021)
-
Salisu, Afees A., (2022)
-
Salisu, Afees A., (2022)
- More ...