Modeling of daily REIT returns and volatility
Year of publication: |
2013
|
---|---|
Authors: | Asteriou, Dimitrios ; Begiazi, Kyriaki |
Published in: |
Journal of property investment & finance. - Bingley : Emerald Publishing Limited, ISSN 1463-578X, ZDB-ID 1474060-6. - Vol. 31.2013, 6, p. 589-601
|
Subject: | GARCH | Real estate investment trust | EGARCH | Day of the week effect | Real estate | Investments | ARCH-Modell | ARCH model | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Volatilität | Volatility | Börsenkurs | Share price |
-
An international perspective of volatility spillover effect : the case of REITs
Nikbakht, Ehsan, (2016)
-
Volatility analysis of REITs : empirical evidence for the EU peripheral countries
Begiazi, Kyriaki, (2015)
-
Sy, Aida, (2015)
- More ...
-
A multivariate analysis of United States and global real estate investment trusts
Begiazi, Kyriaki, (2016)
-
Volatility analysis of REITs : empirical evidence for the EU peripheral countries
Begiazi, Kyriaki, (2015)
-
Modeling of daily REIT returns and volatility
Asteriou, Dimitrios, (2013)
- More ...