Volatility changes and property stock returns - An analysis of major Asian countries

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Bibliographic Details
Main Author:	WANG HUAN
Other Authors:	REAL ESTATE
Format:	Theses and Dissertations
Language:	English
Published:	2010
Subjects:	volatility changes, property stock returns, cross-volatility changes, volatility spillovers, Multivariate GARCH model, Probit model
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/15020
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Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-15020
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spelling	sg-nus-scholar.10635-150202017-10-21T09:38:12Z Volatility changes and property stock returns - An analysis of major Asian countries WANG HUAN REAL ESTATE OOI THIAN LEONG, JOSEPH volatility changes, property stock returns, cross-volatility changes, volatility spillovers, Multivariate GARCH model, Probit model Master's MASTER OF SCIENCE (ESTATE MANAGEMENT) 2010-04-08T10:49:14Z 2010-04-08T10:49:14Z 2005-09-11 Thesis WANG HUAN (2005-09-11). Volatility changes and property stock returns - An analysis of major Asian countries. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/15020 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	volatility changes, property stock returns, cross-volatility changes, volatility spillovers, Multivariate GARCH model, Probit model
spellingShingle	volatility changes, property stock returns, cross-volatility changes, volatility spillovers, Multivariate GARCH model, Probit model WANG HUAN Volatility changes and property stock returns - An analysis of major Asian countries
description	Master's
author2	REAL ESTATE
author_facet	REAL ESTATE WANG HUAN
format	Theses and Dissertations
author	WANG HUAN
author_sort	WANG HUAN
title	Volatility changes and property stock returns - An analysis of major Asian countries
title_short	Volatility changes and property stock returns - An analysis of major Asian countries
title_full	Volatility changes and property stock returns - An analysis of major Asian countries
title_fullStr	Volatility changes and property stock returns - An analysis of major Asian countries
title_full_unstemmed	Volatility changes and property stock returns - An analysis of major Asian countries
title_sort	volatility changes and property stock returns - an analysis of major asian countries
publishDate	2010
url	http://scholarbank.nus.edu.sg/handle/10635/15020
_version_	1681079124496482304

Volatility changes and property stock returns - An analysis of major Asian countries

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