Time varying risk premia for real estate investment trusts : a GARCH-M model
Year of publication: |
2001
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Authors: | Devaney, Michael |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 41.2001, 3, p. 335-346
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Subject: | ARCH-Modell | ARCH model | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | USA | United States | 1978-1998 |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: The quarterly review of economics and finance |
Source: | ECONIS - Online Catalogue of the ZBW |
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