Real estate investment trust return dynamics and value-at-risk under alternative classes of model specifications
Year of publication: |
2013
|
---|---|
Authors: | Yu, Jung-suk |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 15.2012/13, 4, p. 3-33
|
Subject: | Immobilienfonds | Real estate fund | Kapitalmarktrendite | Capital market returns | Risikomaß | Risk measure | ARCH-Modell | ARCH model | USA | United States | 2001-2010 |
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