Narrow search
Showing 1 - 10 of 4,842
Cover Image
Price and volatility persistence of the US REITs market
Adekoya, Oluwasegun B.; Oduyemi, Gabriel O.; Oliyide, … - In: Future Business Journal 7 (2021), pp. 1-10
-memory behavior is established for REITs volatility, although mean reversion is slower during and after the crisis. These results are …
Persistent link: https://www.econbiz.de/10012668306
Cover Image
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
Cover Image
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
Cover Image
An examination of the REIT return-implied volatility relation : a frequency domain approach
Anoruo, Emmanuel; Murthy, Vasudeva N. R. - In: Journal of economics and finance 41 (2017) 3, pp. 581-594
Persistent link: https://www.econbiz.de/10011802168
Cover Image
Return patterns of German open-end real estate funds : an empirical explanation of smooth fund returns
Gläsner, Sebastian Michael - 2010
Persistent link: https://www.econbiz.de/10003933039
Cover Image
Long memory and level shifts in REITs returns and volatility
Assaf, Ata - In: International review of financial analysis 42 (2015), pp. 172-182
Persistent link: https://www.econbiz.de/10011573409
Cover Image
Modeling Long Memory in Reits
Cotter, John; Stevenson, Simon - 2007
One stylized feature of financial volatility impacting the modeling process is long memory. This paper examines long …-REIT equity indexes. The paper utilizes a variety of tests for long memory finding evidence that REIT volatility does display …
Persistent link: https://www.econbiz.de/10014057654
Cover Image
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; … - In: Energy economics 104 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Cover Image
Can linear predictability models time bull and bear real estate markets? : out-of-sample evidence from REIT portfolios
Bianchi, Daniele; Guidolin, Massimo - In: The journal of real estate finance and economics 49 (2014) 1, pp. 116-164
Persistent link: https://www.econbiz.de/10010422318
Cover Image
Examining the stochastic behavior of REIT returns : evidence from the regime switching approach
Chen, Shyh-Wei; Shen, Chung-hua - In: Economic modelling 29 (2012) 2, pp. 291-298
Persistent link: https://www.econbiz.de/10009536014