Volatility Forecast of Construction Cost Index Using General Autoregressive Conditional Heteroskedastic Method-Reference-Cited by-同舟云学术

Volatility Forecast of Construction Cost Index Using General Autoregressive Conditional Heteroskedastic Method

Published:2016-01 Issue:1 Volume:142 Page:04015051
ISSN:0733-9364
Container-title:Journal of Construction Engineering and Management
language:en
Short-container-title:J. Constr. Eng. Manage.

Author:

Joukar Alireza¹,Nahmens Isabelina²

Affiliation:

1. Ph.D. Student, Dept. of Construction Management, Louisiana State Univ., 3153 Patrick F. Taylor Hall, Baton Rouge, LA 70803.

2. Associate Professor, Dept. of Mechanical and Industrial Engineering, Louisiana State Univ., 2213 Patrick F. Taylor Hall, Baton Rouge, LA 70803 (corresponding author).

Publisher

American Society of Civil Engineers (ASCE)

Subject

Strategy and Management,Industrial relations,Building and Construction,Civil and Structural Engineering

Link

http://ascelibrary.org/doi/pdf/10.1061/%28ASCE%29CO.1943-7862.0001020

Reference41 articles.

1. Case-based reasoning: Foundational issues, methodological variations, and system approaches;Aamodt A.;AI Commun.,1994

2. Macro-economic leading indicators of construction contract prices

3. Forecasting Volatility of Stock Indices with ARCH Model

4. Time Series Analysis of ENR Construction Cost Index

5. Empirical tests for identifying leading indicators of ENR Construction Cost Index

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