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Financial Innovation

Table 8 Descriptions of the scenarios by the GARCH model

From: Predicting the returns of the US real estate investment trust market: evidence from the group method of data handling neural network

Scenarios

Number of observations

Number of predicted returns

G-300/60

300

60

G-600/30

600

30

G-300/30

300

30

G-200/30

200

30

G-100/30

100

30

G-30/30

30

30

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