Extreme Risk Measures for International REIT Markets
Year of publication: |
2012
|
---|---|
Authors: | Zhou, Jian ; Anderson, Randy |
Published in: |
The Journal of Real Estate Finance and Economics. - Springer. - Vol. 45.2012, 1, p. 152-170
|
Publisher: |
Springer |
Subject: | Value-at-Risk | Expected shortfall | Extreme risks | Financial crisis | REITs |
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