Forecasting the Volatility of Real Residential Property Prices in Malaysia: A Comparison of Garch Models

• Main Authors: Suleiman, A.A., Othman, M., Daud, H., Abdullah, M.L., Kadir, E.A., Kane, I.L., Husin, A.
• Format: Article
• Published: Sciendo 2023
• Online Access: http://scholars.utp.edu.my/id/eprint/37358/; https://www.scopus.com/inward/record.uri?eid=2-s2.0-85171682343&doi=10.2478%2fremav-2023-0018&partnerID=40&md5=fa9d9ca4b475c89f15f65841d555f076

The presence of volatility in residential property market prices helps investors generate substantial profit while also causing fear among investors since high volatility implies a high return with a high risk. In a financial time series, volatility refers to the degree to which the residential prop...