Time Series and Statistical Analyses on REIT Stock Prices for Forecasting and Assessing the Impact of COVID-19

Abstract

In this chapter, we describe the application of Time Series techniques such as ARIMA and ARIMA-GARCH Models to model and forecast the stock prices and the usage of some statistical techniques such as Paired t-Test and Wilcoxon Signed-Rank Test to assess the impact of the COVID-19. The findings provide significant insights into the benefits of mathematical and statistical modeling for real life problem.