A Comparison of Alternative Forecast Models of REIT VolatilityJian Zhou(University of Guelph), Zhixin Kang(Decision Sciences (United States))The Journal of Real Estate Finance and EconomicsJuly 30, 200910.1007/s11146-009-9198-7Cited by 55Open AccessFull TextSaveCiteExport RISWatch citationsAbstractRelated PapersGeneralized autoregressive conditional heteroskedasticityTim Bollerslev|Journal of Econometrics|1986|22.2kConditional Heteroskedasticity in Asset Returns: A New ApproachDaniel B. Nelson|Econometrica|1991|10.4kEstimating and Testing Linear Models with Multiple Structural ChangesJushan Bai, Pierre Perrón|Econometrica|1998|6kAN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCINGClive W. J. Granger, Roselyne Joyeux|Journal of Time Series Analysis|1980|3.4kA long memory property of stock market returns and a new modelZhuanxin Ding, Clive W. J. Granger, Robert F. Engle|Journal of Empirical Finance|1993|3.3k