The dynamic linkage among the Asian REITS market

Abstract This paper investigates the long-run relationship and short-term linkage among the Asian REIT markets before, during and after global financial crisis through the combination of Johansen Cointegration Test and Granger Causality Test. The results indicate that...

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Modeling the volatility of Asian REIT markets

Abstract This paper analyzed the volatility behavior of Asian real estate investment trust (REIT) markets. The autoregressive conditional heteroscedasticity (ARCH)-family models were applied for the purpose of conducting the in-sample fitting test and out-of-sample...

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Out of the 5 publications, 3 of them are published on the knowledge about the econometrics while the remaining 2 are about machine learning.

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