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Bubble detection and crash prediction in real estate markets: a complex systems approach

Brauers, Maximilian - 2012

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Google search volume sentiment and its impact on REIT market movements

Braun, Nicole - In: Journal of property investment & finance 34 (2016) 3, pp. 249-262

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Forecasting international REITs volatility : the role of oil-price uncertainty

Wang, Jiqian; Gupta, Rangan; Çepni, Oğuzhan; Ma, Feng - 2021

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Forecasting REIT volatility with high-frequency data : a comparison of alternative methods

Zhou, Jian - In: Applied economics 49 (2017) 26, pp. 2590-2605

Persistent link: https://www.econbiz.de/10011819614

Macroeconomic uncertainty and predictability of real estate returns : the impact of asset liquidity

Nayar, Nandkumar; Price, S. McKay; Shen, Ke - In: Journal of real estate research : JRER ; a publication … 46 (2024) 1, pp. 82-113

Persistent link: https://www.econbiz.de/10014582191

Forecasting international REITs volatility : the role of oil-price uncertainty

Wang, Jiqian; Gupta, Rangan; Çepni, Oğuzhan; Ma, Feng - In: The European journal of finance 29 (2023) 14, pp. 1579-1597

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Support vector regression based GARCH model with application to forecasting volatility of financial returns

Chen, Shiyi (contributor); Jeong, Kiho (contributor); … - 2008

financial forecasting. This paper deals with the application of SVR in volatility forecasting. Based on a recurrent SVR, a GARCH … to forecast financial markets volatility. The real data in this study uses British Pound-US Dollar (GBP) daily exchange … examined to the free parameters. Keywords: recurrent support vector regression ; GARCH model ; volatility forecasting …