Munich Personal RePEc Archive
metadata only
Uncovering Volatility Dynamics in Daily REIT Returns
Using a time-varying approach, this paper examines the dynamics of volatility in the REIT sector. The results highlight the attractiveness and suitability of using GARCH based approaches in the modeling of daily REIT volatility. The paper examines the influencing factors on REIT volatility, document
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Nonlinear Combination of Financial Forecast with Genetic Algorithm#1274994
- The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes#942388
- Modelling and forecasting of crude oil price volatility: comparative analysis of volatility models#956993
- Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets#1277536
- A comparison of Statistical and Neural Network models in volatility modeling#284096
Record · ID 1275515
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive