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

10.1108/JERER-10-2012-0026

Saved in:

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
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	National University of Singapore

id	sg-nus-scholar.10635-114042
record_format	dspace
spelling	sg-nus-scholar.10635-1140422023-10-31T08:03:02Z Volatility interdependence in European real estate securities markets: Who is the most influential? Liow, K.H. REAL ESTATE Conditional volatility correlation Europe European real estate securities markets Real estate Variance decomposition Volatility Volatility spillover index 10.1108/JERER-10-2012-0026 Journal of European Real Estate Research 6 2 117-138 2014-12-01T08:23:59Z 2014-12-01T08:23:59Z 2013-08 Article Liow, K.H. (2013-08). Volatility interdependence in European real estate securities markets: Who is the most influential?. Journal of European Real Estate Research 6 (2) : 117-138. ScholarBank@NUS Repository. https://doi.org/10.1108/JERER-10-2012-0026 17539269 http://scholarbank.nus.edu.sg/handle/10635/114042 000214103500001 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Conditional volatility correlation Europe European real estate securities markets Real estate Variance decomposition Volatility Volatility spillover index
spellingShingle	Conditional volatility correlation Europe European real estate securities markets Real estate Variance decomposition Volatility Volatility spillover index Liow, K.H. Volatility interdependence in European real estate securities markets: Who is the most influential?
description	10.1108/JERER-10-2012-0026
author2	REAL ESTATE
author_facet	REAL ESTATE Liow, K.H.
format	Article
author	Liow, K.H.
author_sort	Liow, K.H.
title	Volatility interdependence in European real estate securities markets: Who is the most influential?
title_short	Volatility interdependence in European real estate securities markets: Who is the most influential?
title_full	Volatility interdependence in European real estate securities markets: Who is the most influential?
title_fullStr	Volatility interdependence in European real estate securities markets: Who is the most influential?
title_full_unstemmed	Volatility interdependence in European real estate securities markets: Who is the most influential?
title_sort	volatility interdependence in european real estate securities markets: who is the most influential?
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/114042
_version_	1781789255704510464

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

Similar Items