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Volatility estimation for Bitcoin : a comparison of GARCH models

Katsiampa, Paraskevi - In: Economics letters 158 (2017), pp. 3-6

Persistent link: https://www.econbiz.de/10011849728

Modeling of daily REIT returns and volatility

Asteriou, Dimitrios; Begiazi, Kyriaki - In: Journal of property investment & finance 31 (2013) 6, pp. 589-601

Persistent link: https://www.econbiz.de/10010187652

A multivariate analysis of United States and global real estate investment trusts

Begiazi, Kyriaki; Asteriou, Dimitrios; Pilbeam, Keith - In: International economics and economic policy : IEEP 13 (2016) 3, pp. 467-482

Persistent link: https://www.econbiz.de/10011714591

Volatility analysis of REITs : empirical evidence for the EU peripheral countries

Begiazi, Kyriaki; Asteriou, Dimitrios - In: International journal of banking, accounting and finance 6 (2015) 2, pp. 87-98

Persistent link: https://www.econbiz.de/10011607417

Modeling of daily REIT returns and volatility

Asteriou, Dimitrios; Begiazi, Kyriaki - In: Journal of Property Investment & Finance 31 (2013) 6, pp. 589-601

Purpose – The purpose of this paper is to examine the US real estate investment trusts (REITs) for the 2000‐2012 period using GARCH models that include the day‐of‐the‐week effect and the stock‐market index as explanatory variables. This technique documents the return and volatility...

Persistent link: https://www.econbiz.de/10014898873