Forecasting the Volatility of Real Residential Property Prices in Malaysia: A Comparison of Garch Models
The presence of volatility in residential property market prices helps investors generate substantial profit while also causing fear among investors since high volatility implies a high return with a high risk. In a financial time series, volatility refers to the degree to which the residential prop...
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Main Authors: | Suleiman, A.A., Othman, M., Daud, H., Abdullah, M.L., Kadir, E.A., Kane, I.L., Husin, A. |
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Format: | Article |
Published: |
Sciendo
2023
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Online Access: | http://scholars.utp.edu.my/id/eprint/37358/ https://www.scopus.com/inward/record.uri?eid=2-s2.0-85171682343&doi=10.2478%2fremav-2023-0018&partnerID=40&md5=fa9d9ca4b475c89f15f65841d555f076 |
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