THE PRICING OF INTEREST RATE RISK IN PROPERTY STOCKS

• Main Author: WANG LOKE KIAT
• Other Authors: SCHOOL OF BUILDING & REAL ESTATE
• Format: Theses and Dissertations
• Published: 2019
• Subjects: Arbitrage Pricing Theory (APT); state-space models; the Kalman filter; the Nonlinear Seeming Unrelated Regression; systematic; diagonality
• Online Access: https://scholarbank.nus.edu.sg/handle/10635/160259
• Institution: National University of Singapore

Master's