An international perspective of volatility spillover effect : the case of REITs
Ehsan Nikbakht, Manuchehr Shahrokhi, Andrew C. Spieler
| Year of publication: |
2016
|
|---|---|
| Authors: | Nikbakht, Ehsan ; Shahrokhi, Manuchehr ; Spieler, Andrew C. |
| Published in: |
International journal of business. - Taichung, Taiwan : College of Management, Chaoyang University of Technology, ISSN 1083-4346, ZDB-ID 1315114-9. - Vol. 21.2016, 4, p. 283-300
|
| Subject: | volatility spillover | GARCH | REITs | Immobilienfonds | Real estate fund | Volatilität | Volatility | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011584044