Showing 1 - 5 of 5
Persistent link: https://www.econbiz.de/10012087162
Persistent link: https://www.econbiz.de/10012537847
Persistent link: https://www.econbiz.de/10012087040
Persistent link: https://www.econbiz.de/10012087124
Purpose: This study aims to show that the best-performing realized measures vary across markets when it comes to forecast real estate investment trust (REIT) volatility. This finding provides little guidance for practitioners on which one to use when facing a new market. The authors attempt to...
Persistent link: https://www.econbiz.de/10012277630