Do securitized real estate markets jump? : international evidence
Year of publication: |
January 2015
|
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Authors: | Li, Jie ; Li, Guangzhong ; Zhou, Yinggang |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 31.2015, p. 13-35
|
Subject: | International securitized real estate markets | Jump intensity | GARCH | Integration | Immobilienmarkt | Real estate market | Verbriefung | Securitization | Immobilienfonds | Real estate fund | Welt | World | ARCH-Modell | ARCH model | Volatilität | Volatility | Schätzung | Estimation |
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