Time-varying mean and volatility spillover in Asian securitized real estate markets

Time-varying mean and volatility spillover in Asian securitized real estate markets

Master's

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Bibliographic Details
Main Author: CHEN WEI
Other Authors: REAL ESTATE
Format: Theses and Dissertations
Language:English
Published: 2011
Subjects:
Asian securitized real estate, Generalized SWARCH, multivariate VAR-EGARCH, Global financial crisis, volatility spillover, time varying probability
Online Access:http://scholarbank.nus.edu.sg/handle/10635/23768
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Institution: National University of Singapore
Language: English
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spelling sg-nus-scholar.10635-237682017-10-21T08:14:30Z Time-varying mean and volatility spillover in Asian securitized real estate markets CHEN WEI REAL ESTATE LIOW KIM HIANG Asian securitized real estate, Generalized SWARCH, multivariate VAR-EGARCH, Global financial crisis, volatility spillover, time varying probability Master's MASTER OF SCIENCE (ESTATE MANAGEMENT) 2011-07-01T18:00:43Z 2011-07-01T18:00:43Z 2010-08-11 Thesis CHEN WEI (2010-08-11). Time-varying mean and volatility spillover in Asian securitized real estate markets. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/23768 NOT_IN_WOS en
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
language English
topic Asian securitized real estate, Generalized SWARCH, multivariate VAR-EGARCH, Global financial crisis, volatility spillover, time varying probability
spellingShingle Asian securitized real estate, Generalized SWARCH, multivariate VAR-EGARCH, Global financial crisis, volatility spillover, time varying probability
CHEN WEI
Time-varying mean and volatility spillover in Asian securitized real estate markets
description Master's
author2 REAL ESTATE
author_facet REAL ESTATE
CHEN WEI
format Theses and Dissertations
author CHEN WEI
author_sort CHEN WEI
title Time-varying mean and volatility spillover in Asian securitized real estate markets
title_short Time-varying mean and volatility spillover in Asian securitized real estate markets
title_full Time-varying mean and volatility spillover in Asian securitized real estate markets
title_fullStr Time-varying mean and volatility spillover in Asian securitized real estate markets
title_full_unstemmed Time-varying mean and volatility spillover in Asian securitized real estate markets
title_sort time-varying mean and volatility spillover in asian securitized real estate markets
publishDate 2011
url http://scholarbank.nus.edu.sg/handle/10635/23768
_version_ 1681080092465299456

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