Forecasting Models for the German Office Market

By Alexander Bönner

The applicability and performance of ARIMA, GARCH and multivariate regression models are analyzed and city as well as forecasting horizon-specific patterns are determined and interpreted by Alexander B nner. Univariate rent forecasting models generally outperform multivariate rent forecasting regression models in the short run. In the long run, multivariate regression models dominate.

• Format: Paperback
• Language: English
• ISBN: 3834915254
• ISBN13: 9783834915252
• Release Date: February 2009
• Publisher: Gabler Verlag
• Length: 175 Pages
• Weight: 0.53 lbs.
• Dimensions: 0.4" x 5.8" x 8.3"