A COMPARISON OF ALTERNATIVE FORECAST MODELS OF REIT VOLATILITY

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ZHOU JIAN; KANG ZHIXIN

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Journal Paper

Paper Information

Journal: JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS Year:2011 | Volume:42 | Issue:3 Page(s): 275-294

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Information Journal Paper

Title

A COMPARISON OF ALTERNATIVE FORECAST MODELS OF REIT VOLATILITY

Author(s)

ZHOU JIAN | KANG ZHIXIN | Issue Writer Certificate

Keywords

Not Registered.

Abstract

Cites

LONG MEMORY INVESTIGATION AND APPLICATION OF WAVELET DECOMPOSITION TO IMPROVE THE PERFORMANCE OF STOCK MARKET VOLATILITY FORECASTING

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APA: Copy

ZHOU, JIAN, & KANG, ZHIXIN. (2011). A COMPARISON OF ALTERNATIVE FORECAST MODELS OF REIT VOLATILITY. JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, 42(3), 275-294. SID. https://sid.ir/paper/647476/en

Vancouver: Copy

ZHOU JIAN, KANG ZHIXIN. A COMPARISON OF ALTERNATIVE FORECAST MODELS OF REIT VOLATILITY. JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS[Internet]. 2011;42(3):275-294. Available from: https://sid.ir/paper/647476/en

IEEE: Copy

JIAN ZHOU, and ZHIXIN KANG, “A COMPARISON OF ALTERNATIVE FORECAST MODELS OF REIT VOLATILITY,” JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, vol. 42, no. 3, pp. 275–294, 2011, [Online]. Available: https://sid.ir/paper/647476/en

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