Revisiting the volatility dynamics of REITs amid uncertainty and investor sentiment : a predictive approach in GARCH-MIDAS
Xu Xiangxin, Kazeem O. Isah, Yusuf Yakub, Damilola Aboluwodi
| Year of publication: |
2025
|
|---|---|
| Authors: | Xiangxin, Xu ; Isah, Kazeem O. ; Yakub, Yusuf ; Aboluwodi, Damilola |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 44.2025, 7, p. 2193-2204
|
| Subject: | economic policy uncertainty (EPU) | forecasting | GARCH-MIDAS model | investor sentiment | REITs volatility | Volatilität | Volatility | Immobilienfonds | Real estate fund | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Risiko | Risk | Wirtschaftspolitik | Economic policy | ARCH-Modell | ARCH model | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.70000 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015464780