Work

Revisiting the Volatility Dynamics of REITs Amid Uncertainty and Investor Sentiment: A Predictive Approach in GARCH‐MIDAS

Year: 2025

Type: article

Source: Journal of Forecasting

DOI: 10.1002/for.70000

Authors: Xu Xiangxin, Kazeem O. Isah, Yusuf Yakub, Damilola Aboluwodi

Institutions: Guangdong University of Finance, University of KwaZulu-Natal, Kogi State University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4411388420

FWCI: 1.948

Cites: 53

Cited by: 2

Related to: 10