THE PRICING OF INTEREST RATE RISK IN PROPERTY STOCKS

THE PRICING OF INTEREST RATE RISK IN PROPERTY STOCKS

Master's

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Bibliographic Details
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
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Institution:	National University of Singapore

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