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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

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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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