Examining the stochastic behavior of REIT returns : evidence from the regime switching approach
Shyh-Wei Chen, Chung-Hua Shen
| Year of publication: |
2012
|
|---|---|
| Authors: | Chen, Shyh-Wei ; Shen, Chung-hua |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 2, p. 291-298
|
| Subject: | REITs | Markov switching model | Permanent component | Transitory component | Immobilienfonds | Real estate fund | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income | Großbritannien | United Kingdom | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| 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/10009536014