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Journals
Real Estate Management and Valuation
Volume 31 (2023): Issue 3 (September 2023)
Open Access
Forecasting the Volatility of Real Residential Property Prices in Malaysia: A Comparison of Garch Models
Ahmad Abubakar Suleiman
Ahmad Abubakar Suleiman
Department of Fundamental and Applied Science, Universiti Teknologi PETRONAS
Malaysia
Department of Statistics, Aliko Dangote University of Science and Technology
Wudil, Nigeria
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Suleiman, Ahmad Abubakar
,
Mahmod Othman
Mahmod Othman
Department of Fundamental and Applied Science, Universiti Teknologi PETRONAS
Malaysia
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Othman, Mahmod
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Hanita Daud
Hanita Daud
Department of Fundamental and Applied Science, Universiti Teknologi PETRONAS
Malaysia
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Daud, Hanita
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Mohd Lazim Abdullah
Mohd Lazim Abdullah
Management Science Research Group, Faculty of Ocean Engineering Technology and Informatics, Universiti Malaysia Terengganu
Kuala Terengganu, Malaysia
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Abdullah, Mohd Lazim
,
Evizal Abdul Kadir
Evizal Abdul Kadir
Department of Informatics Engineering, Faculty of Engineering, Universitas Islam Riau
Indonesia
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Kadir, Evizal Abdul
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Ibrahim Lawal Kane
Ibrahim Lawal Kane
Department of Mathematics and Computer Science, Umaru Musa Yar’adua University
Katsina, Nigeria
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Kane, Ibrahim Lawal
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Abdullah Husin
Abdullah Husin
Universitas Islam Indragiri
Indonesia
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Husin, Abdullah
Sep 07, 2023
Real Estate Management and Valuation
Volume 31 (2023): Issue 3 (September 2023)
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Published Online:
Sep 07, 2023
Page range:
20 - 31
DOI:
https://doi.org/10.2478/remav-2023-0018
Keywords
residential property price
,
GARCH model
,
EGARCH model GJR-GARCH model
,
volatility forecasting
© 2023 Ahmad Abubakar Suleiman et al., published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.