A multivariate analysis of United States and global real estate investment trusts
Kyriaki Begiazi, Dimitrios Asteriou, Keith Pilbeam
| Year of publication: |
July 2016
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|---|---|
| Authors: | Begiazi, Kyriaki ; Asteriou, Dimitrios ; Pilbeam, Keith |
| Published in: |
International economics and economic policy : IEEP. - Berlin : Springer, ISSN 1612-4804, ZDB-ID 2141405-1. - Vol. 13.2016, 3, p. 467-482
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| Subject: | Real estate investment trusts | Volatility spillover | GARCH | BEKK | DCC | ARCH-Modell | ARCH model | USA | United States | Immobilienfonds | Real estate fund | Volatilität | Volatility | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10368-016-0349-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011714591