Tail Dependence in International Real Estate Securities Markets
| Year of publication: |
2012
|
|---|---|
| Authors: | Zhou, Jian ; Gao, Yanmin |
| Published in: |
The Journal of Real Estate Finance and Economics. - Springer. - Vol. 45.2012, 1, p. 128-151
|
| Publisher: |
Springer |
| Subject: | Tail dependence | Symmetrized Joe-Clayton (SJC) copula | Portfolio risk management | Real estate securities markets |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010866896