封面图片

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...

Saved in:

书目详细资料
Main Authors:	Suleiman, A.A., Othman, M., Daud, H., Abdullah, M.L., Kadir, E.A., Kane, I.L., Husin, A.
格式:	Article
出版:	Sciendo 2023
在线阅读:	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
标签:	添加标签没有标签, 成为第一个标记此记录!

相似书籍

Modeling and forecasting the volatility of Islamic unit trust in Malaysia using GARCH model
由: Ismail, N., et al.
出版: (2015)

Performance of GARCH models in forecasting stock market volatility.
由: Choo, Wei Chong, et al.
出版: (1999)

Modelling and forecasting volatile data by using ARIMA and GARCH models
由: Miswan, Nor Hamizah
出版: (2013)

The effect of negative information on the volatility of real estate residential prices in Abuja, Nigeria
由: Alkali, M., et al.
出版: (2019)

Symmetric and asymmetric garch models for forecasting the prices of gold
由: Pung, Yean Ping
出版: (2013)

Symmetric and asymmetric garch models for forecasting the prices of gold
由: Pung, Yean Ping,
出版: (2013)

Innovations in the ARIMA - GARCH Modeling in Forecasting Gold Price
由: Siti Roslindar, Yaziz, et al.
出版: (2014)

Garch models and distributions comparison for nonlinear time series with volatilities
由: Abdul Rahman, Nur Haizum, et al.
出版: (2023)

GARCH models and distributions comparison for nonlinear time series with volatilities
由: Nur Haizum, Abd Rahman, et al.
出版: (2023)

Forecasting Stock Market Volatility Using Wavelet Transformation Algorithm Of Garch Model
由: Audu, Buba
出版: (2017)

Modified Box-Jenkins and GARCH for forecasting highly volatile time series data
由: Siti Roslindar, Yaziz
出版: (2019)

Application of Arima and Garch models in forecasting crude oil prices
由: Lee, Chee Nian
出版: (2009)

The performance of hybrid arima-garch modeling in forecasting gold price
由: Yaziz, Siti Roslindar, et al.
出版: (2013)

The Performance of Hybrid ARIMA-GARCH Modeling in Forecasting Gold Price
由: Siti Roslindar, Yaziz, et al.
出版: (2013)

Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators
由: De Khoo, Zhi, et al.
出版: (2024)

A novel fuzzy linear regression slidingwindow GARCH model for time-series forecasting
由: Hanapi, A.L.M., et al.
出版: (2020)

Multistep forecasting for highly volatile data using new algorithm of Box-Jenkins and GARCH
由: Siti Roslindar, Yaziz, et al.
出版: (2018)

ARIMA and symmetric GARCH-type models in forecasting Malaysia gold price
由: Siti Roslindar, Yaziz, et al.
出版: (2019)

A Comparison Study on Developed FSWGARCH, SWGARCH and GARCH Models in Time Series Forecasting: An Application to Airline Passenger Volume
由: Hanapi, A.L.M., et al.
出版: (2021)

Volatility forecasting with the wavelet transformation algorithm GARCH model: Evidence from African stock markets
由: Ismail, Mohd Tahir, et al.
出版: (2016)

Comparative performance of ARIMA and GARCH Models in modelling and forecasting volatility of Malaysia market properties and shares
由: Miswan, Nor Hamizah, et al.
出版: (2014)

Forecasting of Electricity Demand in Malaysia with Seasonal Highly Volatile Characteristics using SARIMA – GARCH Model
由: Syarranur, Zaim, et al.
出版: (2023)

Forecasting of Electricity Demand in Malaysia with Seasonal Highly Volatile Characteristics using SARIMA–GARCH Model
由: Zaim, Syarranur, et al.
出版: (2023)

Preliminary analysis on hybrid Box-Jenkins - GARCH modeling in forecasting gold price
由: Yaziz, Siti Roslindar, et al.
出版: (2015)

Preliminary Analysis on Hybrid Box-Jenkins - GARCH Modeling In Forecasting Gold Price
由: Siti Roslindar, Yaziz, et al.
出版: (2015)

Modelling and forecasting monthly crude oil price of Pakistan: a comparative study of ARIMA, GARCH and ARIMA Kalman model
由: Aamir, M., et al.
出版: (2016)

A comparative study on box-jenkins and garch models in forecasting crude oil prices
由: Yaziz, S. R., et al.
出版: (2011)

A comparative study on Box-Jenkins and Garch models in forecasting crude oil prices
由: Siti Roslindar, Yaziz, et al.
出版: (2011)

Modelling and forecasting gold price return and its volatility
由: Nurul Nisa’, Khairol Azmi, et al.
出版: (2023)

A Comparative Study on Box-Jenkins and Garch mModels in Forecasting Crude Oil Prices
由: Siti Roslindar, Yaziz, et al.
出版: (2011)

Modeling and forecasting the realized volatility of bitcoin using realized HAR-GARCH-type models with jumps and inverse leverage effect
由: Zahid, Mamoona, et al.
出版: (2022)

Modelling the volatility of currency exchange rate using GARCH model
由: Choo, Wei Chong, et al.
出版: (2002)

The volatility of the stock market and financial cycle : GARCH family models
由: Tran, Thuy Nhung
出版: (2022)

Enhancing stock volatility prediction with the AO-GARCH-MIDAS model
由: Liu, Ting, et al.
出版: (2024)

Hybrid of ARIMA-GARCH modeling in rainfall time series
由: Yusof, Fadhilah, et al.
出版: (2013)

The impact of macroeconomic variables on real estate price forecasting modelling in abuja Nigeria
由: Alkali, M. A., et al.
出版: (2019)

Volatility modelling and forecasting of Malaysian crude palm oil prices
由: Ahmad, Maizah Hura, et al.
出版: (2014)

Real estate forecasting model for residential market in Nigeria
由: Alkali, Musa Abubakar
出版: (2020)

Volatility model estimations of palm oil price returns via long-memory, asymmetric and heavy-tailed GARCH parameterization
由: Hasanov, Akram, et al.
出版: (2014)

SWGARCH : an enhanced GARCH model for time series forecasting
由: Shbier, Mohammed Z. D
出版: (2017)