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Conditional volatility of equity real estate investment trust returns : a pre- and post-1993 comparison

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Return patterns of German open-end real estate funds : an empirical explanation of smooth fund returns

Gläsner, Sebastian Michael - 2010

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Real-estate risk effects on financial institutions' stock return distribution : a bivariate GARCH analysis

Elyasiani, Elyas; Mansur, Iqbal; Wetmore, Jill L. - In: The journal of real estate finance and economics 40 (2010) 1, pp. 89-107

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Monetary shocks and REIT returns

Bredin, Donal; O'Reilly, Gerard; Stevenson, Simon - In: The journal of real estate finance and economics 35 (2007) 3, pp. 315-331

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The hybrid characteristic of REIT returns : evidence from Japanese and US markets

Su, Hsin-mei; Huang, Chien-ming; Pa, Tung-yueh - In: Journal of real estate literature : a publication of … 18 (2010) 1, pp. 77-98

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REIT capital budgeting and equity maginal q

Ambrose, Brent William; Lee, Dong Wook - In: Real estate economics : journal of the American Real … 37 (2009) 3, pp. 483-514

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Multiple regimes and volatility transmission in securitized real estate markets

Liow, Kim Hiang; Chen, Zhiwei; Liu, Jingran - In: The journal of real estate finance and economics 42 (2011) 3, pp. 295-328

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Multiscale analysis of international linkages of REIT returns and volatilities

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The dynamics of returns and volatility in the emerging and developed Asian REIT markets

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Tail parameters of stable distributions using one million observations of real estate returns from fice continents

Stein, Michael; Piazolo, Daniel; Stoyanov, Stoyan V. - 2013

Diese Studie widmet sich den Verteilungen von Immobilienrenditen. Wir verwenden die Klasse der Pareto-stabilen Verteilungen welche sich im Bereich der Analyse von Immobilienrenditen etabliert haben. Wir tragen zur Forschung in diesem Bereich bei, indem wir die erste umfassende globale Analyse...

Persistent link: https://www.econbiz.de/10010228013