{"title":"创新项对直接房地产回报 GARCH 模型的重要性","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":"{\"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}","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}
Importance of the innovation term for GARCH modelling of direct real estate returns
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.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
