Multiscale analysis of international linkages of REIT returns and volatilities
Year of publication: |
2012
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Authors: | Zhou, Jian |
Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 45.2012, 4, p. 1062-1087
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Subject: | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Volatilität | Volatility | Zustandsraummodell | State space model | Australien | Australia | Japan | Singapur | Singapore | Frankreich | France | Großbritannien | United Kingdom | Hongkong | Hong Kong | USA | United States | 1990-2009 |
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