Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach

Salisu, Afees A.; Gupta, Rangan; Bouri, Elie

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Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach

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Title:

Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach

Series title:

Department of Economics working paper series / Department of Economics, University of Pretoria

Authors:

Salisu, Afees A.
Gupta, Rangan
Bouri, Elie

Document Type:

Book

Place of Publication and Publisher:

Pretoria, South Africa : Department of Economics, University of Pretoria

Year of Publication:

2022

Original URL:

https://www.up.ac.za/media/shared/61/WP/wp_2022_11.zp215705.pdf

Language:

English (eng)

Citation:

Salisu, Afees A./Gupta, Rangan et. al. (2022). Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach. Pretoria, South Africa : Department of Economics, University of Pretoria.
https://www.up.ac.za/media/shared/61/WP/wp_2022_11.zp215705.pdf.

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Department of Economics working paper series

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