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Showing 1 to 1 of 1 for “"Predictability, Time Series models, ARMA, REITs, Securitized real estate."”.
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Assessing the predictability of the stock market and reit returns: a cross-country analysis /
This thesis uses the ARMA model to assess the predictability of stock market and Real Estate Investment Trusts (REITs) returns across different countries. The primary goal is determining which asset classes are more predictable and how their predictability varies, especially before and after 2008. …