Volatility interdependence in European real estate securities markets
Year of publication: |
2013
|
---|---|
Authors: | Hiang Liow, Kim |
Published in: |
Journal of European Real Estate Research. - Emerald Group Publishing Limited, ISSN 1753-9277, ZDB-ID 2468173-8. - Vol. 6.2013, 2, p. 117-138
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Conditional volatility correlation | Variance decomposition | Volatility spillover index | European real estate securities markets | Volatility | Real estate | Europe |
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