Long memory and level shifts in REITs returns and volatility
Ata Assaf
| Year of publication: |
December 2015
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|---|---|
| Authors: | Assaf, Ata |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 42.2015, p. 172-182
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| Subject: | REITS | Breaks or long memory | R/S and V/S | Immobilienfonds | Real estate fund | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Volatilität | Volatility | Strukturbruch | Structural break | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2015.06.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011573409