Volatility forecasting of real estate stock in Malaysia with smooth transition exponential smoothing

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Volatility forecasting of real estate stock in Malaysia with smooth transition exponential smoothing

In financial market, volatility forecast has been taking the deliberation of the academics and practitioners over the past decades in different areas of study. Malaysian real estate market has been in the long-run appreciation during years 2000-2013. A reliable volatility forecast in real estate sto...

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Bibliographic Details
Main Authors:	Gooi, Leong Mow, Choo, Wei Chong, Md Nassir, Annuar, Ng, Siew Imm
Format:	Article
Language:	English
Published:	Faculty of Economics and Management, Universiti Putra Malaysia 2018
Online Access:	http://psasir.upm.edu.my/id/eprint/22658/ http://psasir.upm.edu.my/id/eprint/22658/1/31%29%20Volatility%20Forecasting%20of%20Real%20Estate%20Stock.pdf

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