𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Predicting performance of information specialists

✍ Scribed by Cravens, David W.

Book ID
112003081
Publisher
John Wiley and Sons
Year
1971
Tongue
English
Weight
683 KB
Volume
22
Category
Article
ISSN
0002-8231

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## 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 16‐month period from