Modelling the impact of different COVID-19 pandemic waves on real estate stock returns and their volatility using a GJR-GARCHX approach: An international perspective
Year of publication: |
2021
|
---|---|
Authors: | Tomal, Mateusz |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 14.2021, 8, p. 1-9
|
Publisher: |
Basel : MDPI |
Subject: | volatility | COVID-19 | real estate | GJR-GARCHX | stock returns |
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