Forecasting REITs during Covid-19: a comparative analysis of forecasting models
De Leo, Tommaso (A.A. 2022/2023) Forecasting REITs during Covid-19: a comparative analysis of forecasting models. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 49. [Master's Degree Thesis]
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Abstract/Index
REITs and Covid-19. What is a REIT? The effects of Covid-19 on REITs. Forecasting models. Moving average. Auto regressive. Auto regressive integrated moving average. Long-short term memory. Random forest. Empirical analysis. Data description. Results of the forecasting.
References
Bibliografia: pp. 34-37.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Empirical finance |
| Thesis Supervisor: | Morelli, Giacomo |
| Thesis Co-Supervisor: | Santucci de Magistris, Paolo |
| Academic Year: | 2022/2023 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 16 Jan 2024 13:39 |
| Last Modified: | 16 Jan 2024 13:39 |
| URI: | https://tesi.luiss.it/id/eprint/37575 |
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