Time-varying risk premia for size effects on equity reits
Guangdi Chang; Yi-Tsuo Chang
| Year of publication: |
2013
|
|---|---|
| Authors: | Chang, Guangdi ; Chang, Yi-tsuo |
| Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 2536566-6. - Vol. 7.2013, 4, p. 13-28
|
| Subject: | Immobilienfonds | Real estate fund | ARCH-Modell | ARCH model | Risikomaß | Risk measure | Kapitalmarktrendite | Capital market returns | USA | United States | 1995-2006 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009741406