Tail parameters of stable distributions using one million observations of real estate returns from five continents
Michael Stein, Daniel Piazolo, and Stoyan V. Stoyanov
Year of publication: |
2015
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Authors: | Stein, Michael ; Piazolo, Daniel ; Stoyanov, Stoyan V. |
Published in: |
The journal of real estate research. - [Erscheinungsort nicht ermittelbar] : [Verlag nicht ermittelbar], ISSN 0896-5803, ZDB-ID 1302785-2. - Vol. 37.2015, 2, p. 245-279
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Subject: | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Volatilität | Volatility | Marktrisiko | Market risk |
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