SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Predictability of the Amman Stock Exchange using the Univariate Autoregressive Integrated Moving Average (ARIMA) Model
9 references·1 citing·38 second hop
The Predictability of the Amman Stock Exchange using the Univariate Autoregressive Integrated Moving Average (ARIMA) Model (2006)The Predictability of the Amman Stock Exc…International evidence on the predictability of returns to securitized real estate assets: econometric models versus neural networks (2003)International evidence on the…A comparison of alternative rental forecasting models: empirical tests on the London office market (2003)A comparison of alternative r…The trading profitability of forecasts of the gilt–equity yield ratio (2001)The trading profitability of …Forecasting real estate returns using financial spreads (2001)Forecasting real estate retur…Office Capitalization Rates: Real Estate and Capital Market Influences (1999)Office Capitalization Rates: …The present value model with time-varying discount rates: Implications for commercial property valuation and investment decisions (1995)The present value model with …Econometric Models and Economic Forecasts (1990)Econometric Models and Econom…Vacancy Rates and the Future of Office Rents (1988)Vacancy Rates and the Future …The Cyclic Behavior of the National Office Market (1987)The Cyclic Behavior of the Na…Bulk Price Forecasting Using Spark over NSE Data Set (2016)Bulk Price Forecasting Using …The theory and practice of econometrics (1986)The Efficiency of the Market for Single-Family Homes (1988)Analysis of Panel Data (2003)Investor Rationality: Evidence from U.K. Property Capitalization Rates (2005)What Determined the Great Cap Rate Compression of 2000–2007, and the Dramatic Reversal During the 2008–2009 Financial Crisis? (2011)The other (commercial) real estate boom and bust: The effects of risk premia and regulatory capital arbitrage (2018)Mobility Costs, Frictional Unemployment, and Efficiency (1981)The Price-Adjustment Process for Rental Housing and the Natural Vacancy Rate (1982)Office Rent Determinants in the Chicago Area (1992)Real Estate Cycles and Their Strategic Implications for Investors and Portfolio Managers in the Global Economy (1999)Is Terrorism Eroding Agglomeration Economies in Central Business Districts? Lessons from the Office Real Estate Market in Downtown Chicago (2006)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Dividend yields and expected stock returns (1988)The Variation of Economic Risk Premiums (1991)Can a Neural Network Property Portfolio Selection Process Outperform the Property Market? (2005)Securitized Real Estate and its Link with Financial Assets and Real Estate: An International Analysis (2007)Using Genetic Algorithms for Real Estate Appraisals (2017)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)The Cross-Section of Expected Stock Returns (1992)Indexing, cointegration and equity market regimes (2005)Crises and Hedge Fund Risk (2008)Measuring Systemic Risk in the Finance and Insurance Sectors (2010)Forecasting methods and applications (1993)Globalizing Polycentricity in Istanbul: Mamdani-Type Fuzzy Rule-Based Model of CBD Office Space Rents (2012)Real Estate Returns and the Macroeconomy: Some Empirical Evidence from Real Estate Investment Trust Data, 1972-1991 (1994)Expert judgement in the processes of commercial property market forecasting (2004)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Property Asset Bubbles: Evidence from the Sydney Office Market (2000)Monte Carlo simulations for real estate valuation (2006)Characteristics of Depreciation in Commercial and Multifamily Property: An Investment Perspective (2016)A hybrid ARIMA and support vector machines model in stock price forecasting (2004)A Carbon Price Forecasting Model Based on Variational Mode Decomposition and Spiking Neural Networks (2016)The persistence of real estate cycles (1995)The Cyclic Behavior of the Greater London Office Market (1997)The Influence of Top Management Team Heterogeneity on Firms' Competitive Moves (1996)The analysis of household surveys (1997)Veto Players. How Political Institutions Work (2003)
this work references cited by second hop

References

  • 1990Econometric Models and Economic Forecasts4,945 cited
  • 1987The Cyclic Behavior of the National Office Market254 cited
  • 1988Vacancy Rates and the Future of Office Rents184 cited
  • 1999Office Capitalization Rates: Real Estate and Capital Market Influences110 cited
  • 2001The trading profitability of forecasts of the gilt–equity yield ratio97 cited
  • 1995The present value model with time-varying discount rates: Implications for commercial property valuation and investment decisions84 cited
  • 2003A comparison of alternative rental forecasting models: empirical tests on the London office market42 cited
  • 2001Forecasting real estate returns using financial spreads35 cited
  • 2003International evidence on the predictability of returns to securitized real estate assets: econometric models versus neural networks32 cited

Cited by

  • 2016Bulk Price Forecasting Using Spark over NSE Data Set40 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work