Modeling long memory in REITs
Year of publication: |
2008
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Authors: | Cotter, John ; Stevenson, Simon |
Published in: |
Real estate economics : journal of the American Real Estate and Urban Economics Association. - Malden, MA : Wiley Periodicals, Inc., ISSN 1080-8620, ZDB-ID 1234653-6. - Vol. 36.2008, 3, p. 533-554
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Subject: | Immobilienfonds | Real estate fund | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Kapitaleinkommen | Capital income | Autokorrelation | Autocorrelation | ARCH-Modell | ARCH model | USA | United States | 1990-2005 |
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