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