## Abstract The present study applies GARCH models to explain and forecast the variation in monthly IPD total returns for office, retail and industrial space. With the exception of retail returns, the forecasting performance of the estimated GARCH models is very good. Over the 16βmonth period from
β¦ LIBER β¦
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?
β Scribed by Raffaella Giacomini; Barbara Rossi
- Book ID
- 111046915
- Publisher
- John Wiley and Sons
- Year
- 2006
- Tongue
- English
- Weight
- 573 KB
- Volume
- 68
- Category
- Article
- ISSN
- 0140-5543
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