An international analysis of REITs and stock portfolio management based on dynamic conditional correlation models
Year of publication: |
2014
|
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Authors: | Lee, Yen-Hsien |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 28.2014, 2, p. 165-180
|
Subject: | REIT | Hedging effectiveness | Spillover | Asymmetry | DCC-GARCH model | Immobilienfonds | Real estate fund | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection | Hedging | Korrelation | Correlation | Kapitaleinkommen | Capital income | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market |
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