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Risk and return on real estate...
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ARCH model
Risk
45,377
Risiko
44,924
Kapitaleinkommen
39,529
Capital income
39,429
Theorie
25,322
Theory
25,054
Börsenkurs
15,185
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15,133
Portfolio-Management
10,838
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10,787
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10,784
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10,686
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9,095
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9,067
Aktienmarkt
8,916
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8,883
USA
8,379
United States
8,163
Risikomanagement
6,831
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6,731
CAPM
6,372
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6,039
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5,982
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5,733
Forecasting model
5,705
Anlageverhalten
4,833
Behavioural finance
4,806
risk
4,526
Risikoprämie
4,054
Risk premium
4,034
Entscheidung unter Unsicherheit
3,253
Decision under uncertainty
3,251
Investmentfonds
3,029
Investment Fund
3,009
Immobilienfonds
2,833
Real estate fund
2,754
ARCH-Modell
2,721
Risikomaß
2,683
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2,679
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751
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2,098
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606
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2,694
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Gupta, Rangan
47
Ma, Feng
26
Bouri, Elie
23
McAleer, Michael
23
Engle, Robert F.
19
Karanasos, Menelaos
19
Kumar, Dilip
18
Caporale, Guglielmo Maria
16
Chang, Chia-Lin
16
Paolella, Marc S.
15
Chiang, Thomas C.
14
Bauwens, Luc
13
Zhang, Yaojie
13
Fountas, Stilianos
12
Huang, Zhuo
12
Elyasiani, Elyas
11
Floros, Christos
11
Liang, Chao
11
Teräsvirta, Timo
11
Brooks, Robert
10
Conrad, Christian
10
Haas, Markus
10
Kang, Sang Hoon
10
Ledoit, Olivier
10
Salisu, Afees A.
10
Tiwari, Aviral Kumar
10
Wei, Yu
10
Bollerslev, Tim
9
Koopman, Siem Jan
9
Mansur, Iqbal
9
Mensi, Walid
9
Wang, Yudong
9
Wolf, Michael
9
Ajmi, Ahdi Noomen
8
Ardia, David
8
Balcilar, Mehmet
8
Bohl, Martin T.
8
Hansen, Peter Reinhard
8
Jawadi, Fredj
8
Li, Yan
8
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National Bureau of Economic Research
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Center for Economic Research <Tilburg>
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1
Erasmus Research Institute of Management
1
European University Institute / Department of Economics
1
Federal Reserve Bank of St. Louis
1
International Center for Financial Asset Management and Engineering
1
National Institute of Economic and Social Research
1
Springer Fachmedien Wiesbaden
1
William Davidson Institute <Ann Arbor, Mich.>
1
Zentrum für Europäische Wirtschaftsforschung
1
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Finance research letters
80
Energy economics
63
International review of financial analysis
53
Journal of empirical finance
53
The North American journal of economics and finance : a journal of financial economics studies
53
International review of economics & finance : IREF
48
Research in international business and finance
45
Applied economics
40
Economic modelling
40
International journal of forecasting
38
Journal of international financial markets, institutions & money
37
Journal of banking & finance
33
Journal of risk and financial management : JRFM
31
Journal of forecasting
28
The European journal of finance
28
Applied economics letters
27
Applied financial economics
22
Journal of econometrics
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Department of Economics working paper series
19
International journal of economics and financial issues : IJEFI
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Journal of financial econometrics
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Review of quantitative finance and accounting
18
Economics letters
17
International journal of finance & economics : IJFE
17
Pacific-Basin finance journal
17
International journal of economics and finance
16
Journal of risk
16
Working paper
16
Financial innovation : FIN
15
Afro-Asian Journal of Finance and Accounting : AAJFA
14
Cogent economics & finance
14
Discussion paper / Tinbergen Institute
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Risks : open access journal
14
International Journal of Financial Studies : open access journal
13
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ECONIS (ZBW)
2,703
RePEc
1
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1
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date (oldest first)
1
Improved detection of rare-event
risk
of a portfolio with US REITs
So, Leh-Chyan
;
Yu, Jun-Yang
- In:
Annals of financial economics
10
(
2015
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011408574
Saved in:
2
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
3
Modeling long memory in REITs
Cotter, John
;
Stevenson, Simon
- In:
Real estate economics : journal of the American Real …
36
(
2008
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10003764888
Saved in:
4
The information content of the NCREIF index
Li, Jinliang
;
Mooradian, Robert M.
;
Yang, Shiawee
- In:
The journal of real estate research
31
(
2009
)
1
,
pp. 93-116
Persistent link: https://www.econbiz.de/10003831660
Saved in:
5
Conditional volatility of equity real estate investment trust returns : a pre- and post-1993 comparison
Jirasakuldech, Benjamas
;
Campbell, Robert D.
;
Emekter, Riza
- In:
The journal of real estate finance and economics
38
(
2009
)
2
,
pp. 137-154
Persistent link: https://www.econbiz.de/10003810925
Saved in:
6
Real-estate
risk
effects on financial institutions' stock return distribution : a bivariate GARCH analysis
Elyasiani, Elyas
;
Mansur, Iqbal
;
Wetmore, Jill L.
- In:
The journal of real estate finance and economics
40
(
2010
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10003947939
Saved in:
7
Time-varying beta
risk
of Turkish real estate investment trusts
Altınsoy, Gözde
;
Erol, Işıl
;
Yıldırak, S. Kasırga
- In:
ODTÜ gelişme dergisi / Orta Doǧu Teknik …
37
(
2010
)
2
,
pp. 83-114
Persistent link: https://www.econbiz.de/10009156169
Saved in:
8
Modelling the dependence structure between Australian equity and real estate markets : a copula approach
Rong, Ning
;
Trück, Stefan
- In:
Australasian accounting business and finance journal : AABF
8
(
2014
)
5
,
pp. 93-113
Persistent link: https://www.econbiz.de/10010520425
Saved in:
9
International volatility transmission of reit returns
Li, Deqing Diane
;
Lin, YingChou
;
Jin, John
- In:
The international journal of business and finance …
6
(
2012
)
3
,
pp. 41-51
Persistent link: https://www.econbiz.de/10009621170
Saved in:
10
An international analysis of REITs and stock portfolio management based on dynamic conditional correlation models
Lee, Yen-Hsien
- In:
Financial markets and portfolio management
28
(
2014
)
2
,
pp. 165-180
Persistent link: https://www.econbiz.de/10010358299
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