Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
Bounded influence estimator for GARCH models : evidence from foreign exchange rates
Li, Jinliang; Kao, Chihwa; Zhang, Wei - In: Applied economics 42 (2010) 10/12, pp. 1437-1445
Persistent link: https://www.econbiz.de/10008658420
Cover Image
Intradaily periodicity and volatility spillovers between international stock index futures markets
Wu, Chunchi; Li, Jinliang; Zhang, Wei - In: The journal of futures markets 25 (2005) 6, pp. 553-585
Persistent link: https://www.econbiz.de/10002846393
Cover Image
The Information Content of the NCREIF Index
Li, Jinliang - 2012
Council of Real Estate Investment Fiduciaries (NCREIF) index. NCREIF total return and appreciation indexes are smooth and exhibit strong autocorrelation and autoregressive heteroscedasticity. We test the information transmission from the NAREIT index to the NCREIF index. In our VAR analysis, the...
Persistent link: https://www.econbiz.de/10013116718