Modeling the Volatility of Daily Listed Real Estate Returns during Economic Crises: Evidence from Generalized Autoregressive Conditional Heteroscedasticity Models
M Zheng, HS Song, J Liang - Buildings, 2024 - mdpi.com
In this paper, we focus on the dynamic volatility behavior of the daily Swedish Real Estate
Sector Index and analyze the existence and degree of a long-range dependence or …
Sector Index and analyze the existence and degree of a long-range dependence or …
[PDF][PDF] MODELING NIGERIAN STOCK PRICE VOLATILITY USING EGARCH-X MODEL WITH DIFFERENT INNOVATIONS
CA Awogbemi, MO Adenomon… - Journal of the …, 2024 - publications.funaab.edu.ng
This study explores the modelling performance of EGARCH-X using the skewed student'st,
normal, and student'st innovations. The aim of the study was to determine the innovation that …
normal, and student'st innovations. The aim of the study was to determine the innovation that …