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Index arbitrage and dynamics between REIT index futures and spot prices
Zhou, Jian - In: Applied economics 49 (2017) 19, pp. 1875-1885
Persistent link: https://www.econbiz.de/10011816956
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Forecasting REIT volatility with high-frequency data : a comparison of alternative methods
Zhou, Jian - In: Applied economics 49 (2017) 26, pp. 2590-2605
Persistent link: https://www.econbiz.de/10011819614
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Hedging performance of REIT index futures : a comparison of alternative hedge ratio estimation methods
Zhou, Jian - In: Economic modelling 52 (2016), pp. 690-698
Persistent link: https://www.econbiz.de/10011643001
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A high-frequency analysis of the interactions between REIT return and volatility
Zhou, Jian - In: Economic modelling 56 (2016), pp. 102-108
Persistent link: https://www.econbiz.de/10011646019
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Multiscale analysis of international linkages of REIT returns and volatilities
Zhou, Jian - In: The journal of real estate finance and economics 45 (2012) 4, pp. 1062-1087
Persistent link: https://www.econbiz.de/10009689421
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Extreme risk measures for REITs : a comparison among alternative methods
Zhou, Jian - In: Applied financial economics 22 (2012) 1/3, pp. 113-126
Persistent link: https://www.econbiz.de/10009419566
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Extreme risk spillover among international REIT markets
Zhou, Jian - In: Applied financial economics 23 (2013) 1/3, pp. 91-103
Persistent link: https://www.econbiz.de/10009719028
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Conditional market beta for REITs : a comparison of modeling techniques
Zhou, Jian - In: Economic modelling 30 (2013), pp. 196-204
Persistent link: https://www.econbiz.de/10009703687
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Adaptive market hypothesis : evidence from the REIT market
Zhou, Jian; Lee, Jin Man - In: Applied financial economics 23 (2013) 19/21, pp. 1649-1662
Persistent link: https://www.econbiz.de/10010259752
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REITs in a mixed-asset portfolio : an investigation of extreme risks
Stelk, Steven J.; Zhou, Jian; Anderson, Randy I. - In: The journal of alternative investments 20 (2017) 1, pp. 81-91
Persistent link: https://www.econbiz.de/10011745103