Forecasting the Volatility of Real Residential Property Prices in Malaysia: A Comparison of Garch Models
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DOI: 10.2478/remav-2023-0018
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More about this item
Keywords
residential property price; GARCH model; EGARCH model GJR-GARCH model; volatility forecasting;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
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