Forecasting international REITs volatility : the role of oil-price uncertainty
Year of publication: |
2023
|
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Authors: | Wang, Jiqian ; Gupta, Rangan ; Çepni, Oğuzhan ; Ma, Feng |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 29.2023, 14, p. 1579-1597
|
Subject: | forecasting | international data | oil-price uncertainty | realized volatility | REITs | Volatilität | Volatility | Immobilienfonds | Real estate fund | Prognoseverfahren | Forecasting model | Risiko | Risk | Welt | World | Kapitaleinkommen | Capital income | Prognose | Forecast | Börsenkurs | Share price |
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