Volatility decomposition and correlation in international securitized real estate markets
Kim Hiang Liow; Muhammad Faishal Ibrahim
| Year of publication: |
2010
|
|---|---|
| Authors: | Liow, Kim Hiang ; Ibrahim, Muhammad Faishal |
| Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 40.2010, 2, p. 221-243
|
| Subject: | Immobilienmarkt | Real estate market | Verbriefung | Securitization | Volatilität | Volatility | ARCH-Modell | ARCH model | Industrieländer | Industrialized countries | 1984-2006 |
| Extent: | graph. Darst. |
|---|---|
| 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/10003957757