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Forecasting the Volatility of Real Residential Property Prices in Malaysia: A Comparison of Garch Models Cover

Forecasting the Volatility of Real Residential Property Prices in Malaysia: A Comparison of Garch Models

Real Estate Management and Valuation
Volume 31 (2023): Issue 3 (September 2023)
By: Ahmad Abubakar Suleiman,  Mahmod Othman,  Hanita Daud,  Mohd Lazim Abdullah,  Evizal Abdul Kadir,  Ibrahim Lawal Kane and  Abdullah Husin  
Open Access
|Sep 2023

Authors

Ahmad Abubakar Suleiman

Department of Fundamental and Applied Science, Universiti Teknologi PETRONAS, Malaysia
Department of Statistics, Aliko Dangote University of Science and Technology, Wudil, Nigeria

Mahmod Othman

ahmad_22000579@utp.edu.my

Department of Fundamental and Applied Science, Universiti Teknologi PETRONAS, Malaysia

Hanita Daud

Department of Fundamental and Applied Science, Universiti Teknologi PETRONAS, Malaysia

Mohd Lazim Abdullah

Management Science Research Group, Faculty of Ocean Engineering Technology and Informatics, Universiti Malaysia Terengganu, Kuala Terengganu, Malaysia

Evizal Abdul Kadir

Department of Informatics Engineering, Faculty of Engineering, Universitas Islam Riau, Indonesia

Ibrahim Lawal Kane

Department of Mathematics and Computer Science, Umaru Musa Yar’adua University, Katsina, Nigeria

Abdullah Husin

Universitas Islam Indragiri, Indonesia
DOI: https://doi.org/10.2478/remav-2023-0018 | Journal eISSN: 2300-5289
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Language: English
Page range: 20 - 31
Published on: Sep 7, 2023
Published by: Real Estate Management and Valuation
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year
Keywords:
residential property price,
GARCH model,
EGARCH model GJR-GARCH model,
volatility forecasting
Related subjects:
Business and economics,
Political economics,
Political economics, other

© 2023 Ahmad Abubakar Suleiman, Mahmod Othman, Hanita Daud, Mohd Lazim Abdullah, Evizal Abdul Kadir, Ibrahim Lawal Kane, Abdullah Husin, published by Real Estate Management and Valuation
This work is licensed under the Creative Commons Attribution 4.0 License.

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