{"title":"Importance of the innovation term for GARCH modelling of direct real estate returns","authors":"Karl-Friedrich Keunecke, Cay Oertel","doi":"10.1080/09599916.2024.2339805","DOIUrl":null,"url":null,"abstract":"The autoregressive heteroscedastic effects of the conditional volatility processes of direct real estate (capital value) returns are subject to a broad range of econometrics. However, while many sp...","PeriodicalId":45726,"journal":{"name":"Journal of Property Research","volume":null,"pages":null},"PeriodicalIF":2.1000,"publicationDate":"2024-05-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Property Research","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/09599916.2024.2339805","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"URBAN STUDIES","Score":null,"Total":0}
引用次数: 0
Abstract
The autoregressive heteroscedastic effects of the conditional volatility processes of direct real estate (capital value) returns are subject to a broad range of econometrics. However, while many sp...
期刊介绍：
The Journal of Property Research is an international journal. The title reflects the expansion of research, particularly applied research, into property investment and development. The Journal of Property Research publishes papers in any area of real estate investment and development. These may be theoretical, empirical, case studies or critical literature surveys.
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