Modeling of daily REIT returns and volatility
Year of publication: |
2013
|
---|---|
Authors: | Asteriou, Dimitrios ; Begiazi, Kyriaki |
Published in: |
Journal of Property Investment & Finance. - Emerald Group Publishing Limited, ISSN 1470-2002, ZDB-ID 2025925-6. - Vol. 31.2013, 6, p. 589-601
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | GARCH | Real estate investment trust | EGARCH | Day of the week effect | Real estate | Investments |
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