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ECONIS (ZBW)
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1
Testing for cointegration between house prices and economic fundamentals
Zhou, Jian
- In:
Real estate economics : journal of the American Real …
38
(
2010
)
4
,
pp. 599-632
Persistent link: https://www.econbiz.de/10008810585
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Modeling conditional covariance for mixed-asset portfolios
Zhou, Jian
- In:
Economic modelling
40
(
2014
),
pp. 242-249
Persistent link: https://www.econbiz.de/10010425651
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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