Correlation and Volatility Dynamics in International Real Estate Securities Markets
Year of publication: |
2009
|
---|---|
Authors: | Liow, Kim ; Ho, Kim ; Ibrahim, Muhammad ; Chen, Ziwei |
Published in: |
The Journal of Real Estate Finance and Economics. - Springer. - Vol. 39.2009, 2, p. 202-223
|
Publisher: |
Springer |
Subject: | Time-varying correlation | Volatility | Dynamic conditional correlation model | Real estate securities markets | Stock markets |
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