Modelling the dependence structure between Australian equity and real estate markets : a copula approach
Ning Rong and Stefan Trück
| Year of publication: |
2014
|
|---|---|
| Authors: | Rong, Ning ; Trück, Stefan |
| Published in: |
Australasian accounting business and finance journal : AABF. - Wollongong, NSW : Univ., ISSN 1834-2019, ZDB-ID 2551029-0. - Vol. 8.2014, 5, p. 93-113
|
| Subject: | REITS | Dependence Structure | Dynamic Conditional Correlations | Copula Models | Time-Varying Copulas | Risk Analysis | Multivariate Verteilung | Multivariate distribution | Kapitaleinkommen | Capital income | Korrelation | Correlation | Australien | Australia | Immobilienfonds | Real estate fund | ARCH-Modell | ARCH model | Immobilienmarkt | Real estate market | Risikomaß | Risk measure | Aktienmarkt | Stock market | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010520425