Volatility interdependence in European real estate securities markets: Who is the most influential?

Volatility interdependence in European real estate securities markets: Who is the most influential?

10.1108/JERER-10-2012-0026

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Bibliographic Details
Main Author: Liow, K.H.
Other Authors: REAL ESTATE
Format: Article
Published: 2014
Subjects:
Conditional volatility correlation
Europe
European real estate securities markets
Real estate
Variance decomposition
Volatility
Volatility spillover index
Online Access:http://scholarbank.nus.edu.sg/handle/10635/114042
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Institution: National University of Singapore
Description
Summary:10.1108/JERER-10-2012-0026

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