Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets?

10.1007/s11146-011-9356-6

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Bibliographic Details
Main Authors:	Liow, K.H., Chen, W.
Other Authors:	REAL ESTATE
Format:	Article
Published:	2014
Subjects:	Asia-Pacific real estate securities markets GARCH co-integration Global financial crisis Portfolio diversification Price convergence Volatility convergence
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/113958
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-113958
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spelling	sg-nus-scholar.10635-1139582023-10-31T20:23:28Z Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets? Liow, K.H. Chen, W. REAL ESTATE Asia-Pacific real estate securities markets GARCH co-integration Global financial crisis Portfolio diversification Price convergence Volatility convergence 10.1007/s11146-011-9356-6 Journal of Real Estate Finance and Economics 47 2 370-390 2014-12-01T08:23:08Z 2014-12-01T08:23:08Z 2013 Article Liow, K.H., Chen, W. (2013). Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets?. Journal of Real Estate Finance and Economics 47 (2) : 370-390. ScholarBank@NUS Repository. https://doi.org/10.1007/s11146-011-9356-6 08955638 http://scholarbank.nus.edu.sg/handle/10635/113958 000321851200008 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Asia-Pacific real estate securities markets GARCH co-integration Global financial crisis Portfolio diversification Price convergence Volatility convergence
spellingShingle	Asia-Pacific real estate securities markets GARCH co-integration Global financial crisis Portfolio diversification Price convergence Volatility convergence Liow, K.H. Chen, W. Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets?
description	10.1007/s11146-011-9356-6
author2	REAL ESTATE
author_facet	REAL ESTATE Liow, K.H. Chen, W.
format	Article
author	Liow, K.H. Chen, W.
author_sort	Liow, K.H.
title	Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets?
title_short	Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets?
title_full	Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets?
title_fullStr	Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets?
title_full_unstemmed	Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets?
title_sort	is there volatility convergence in asia-pacific securitized real estate markets?
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/113958
_version_	1781789242629816320

Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets?

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