Volatility Transmission in the Real Estate Spot and Forward Markets
Year of publication: |
2007
|
---|---|
Authors: | Wong, S. ; Chau, K. ; Yiu, C. |
Published in: |
The Journal of Real Estate Finance and Economics. - Springer. - Vol. 35.2007, 3, p. 281-293
|
Publisher: |
Springer |
Subject: | Volatility spillover | Pre-sale | Bivariate GARCH |
Saved in:
Online Resource
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