Conditional Volatility of Equity Real Estate Investment Trust Returns: A Pre- and Post-1993 Comparison
Year of publication: |
2009
|
---|---|
Authors: | Jirasakuldech, Benjamas ; Campbell, Robert ; Emekter, Riza |
Published in: |
The Journal of Real Estate Finance and Economics. - Springer. - Vol. 38.2009, 2, p. 137-154
|
Publisher: |
Springer |
Subject: | Real estate | Real estate investment trusts | REITs | GARCH | Price volatility | Conditional volatility | Volatility persistence | Macroeconomic volatility |
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