Modeling Long Memory in Reits
Year of publication: |
2007
|
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Authors: | Cotter, John ; Stevenson, Simon |
Publisher: |
[S.l.] : SSRN |
Subject: | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Autokorrelation | Autocorrelation | Volatilität | Volatility | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (29 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2007 erstellt |
Other identifiers: | 10.2139/ssrn.907446 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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