Chen, Jo-Hui; Chang, Ting-Tzu; Ho, Chao-Rung; Diaz, … - In: Quantitative Finance 14 (2014) 11, pp. 2033-2044
This study employs the Grey Relational Analysis (GRA) and Artificial Neural Network (ANN) to measure the impact of key elements on the forecasting performance of real estate investment trust (REIT) returns. To manage risks from a real estate price bubble, the findings of GRA suggest that the...