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Examining the stochastic behavior of REIT returns : evidence from the regime switching approach
Chen, Shyh-Wei
;
Shen, Chung-hua
- In:
Economic modelling
29
(
2012
)
2
,
pp. 291-298
Persistent link: https://www.econbiz.de/10009536014
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Examining the stochastic behavior of REIT returns: Evidence from the regime switching approach
Chen, Shyh-Wei
;
Shen, Chung-Hua
- In:
Economic Modelling
29
(
2012
)
2
,
pp. 291-298
empirical evidence clearly shows that, for all of the REIT returns, the overall variance of the
transitory
component
is …
Persistent link: https://www.econbiz.de/10010573376
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