Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
2023The Quarterly Review of Economics and FinanceJournalOpen access
10.1016/j.qref.2023.02.004Full text18 citations
2023The Quarterly Review of Economics and FinanceJournalOpen access
10.1016/j.qref.2023.02.004Full text18 citations
3 authors across 2 institutions in 2 countries.
Assignment is probabilistic — a work belongs to several fields in proportions.
Several sources describing one work is the point — it means the record rests on more than one authority.
2023 · The Quarterly Review of Economics and Finance · 18 citations
https://openalex.org/W4321202106