Forecasting international REITs volatility : the role of oil-price uncertainty
Jiqian Wang, Rangan Gupta, Oğuzhan Çepni and Feng Ma
| Year of publication: |
2023
|
|---|---|
| Authors: | Wang, Jiqian ; Gupta, Rangan ; Çepni, Oğuzhan ; Ma, Feng |
| Subject: | forecasting | international data | oil-price uncertainty | realized volatility | REITs | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Immobilienfonds | Real estate fund | Welt | World | Risiko | Risk | Zeitreihenanalyse | Time series analysis | Prognose | Forecast |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2022.2137422 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014387948