A high-frequency analysis of the interactions between REIT return and volatility
Year of publication: |
August 2016
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Authors: | Zhou, Jian |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 56.2016, p. 102-108
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Subject: | High-frequency data | Leverage effect | Volatility feedback effect | Causality | REIT | Immobilienfonds | Real estate fund | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
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