Correlation and volatility dynamics in international real estate securities markets
10.1007/s11146-008-9108-4
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sg-nus-scholar.10635-461092023-10-26T07:12:45Z Correlation and volatility dynamics in international real estate securities markets Liow, K.H. Ho, K.H.D. Ibrahim, M.F. Chen, Z. REAL ESTATE Dynamic conditional correlation model Real estate securities markets Stock markets Time-varying correlation Volatility 10.1007/s11146-008-9108-4 Journal of Real Estate Finance and Economics 39 2 202-223 2013-10-14T05:08:05Z 2013-10-14T05:08:05Z 2009 Article Liow, K.H., Ho, K.H.D., Ibrahim, M.F., Chen, Z. (2009). Correlation and volatility dynamics in international real estate securities markets. Journal of Real Estate Finance and Economics 39 (2) : 202-223. ScholarBank@NUS Repository. https://doi.org/10.1007/s11146-008-9108-4 08955638 http://scholarbank.nus.edu.sg/handle/10635/46109 000267828100006 Scopus |
| institution |
National University of Singapore |
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NUS Library |
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Asia |
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Singapore Singapore |
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NUS Library |
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ScholarBank@NUS |
| topic |
Dynamic conditional correlation model Real estate securities markets Stock markets Time-varying correlation Volatility |
| spellingShingle |
Dynamic conditional correlation model Real estate securities markets Stock markets Time-varying correlation Volatility Liow, K.H. Ho, K.H.D. Ibrahim, M.F. Chen, Z. Correlation and volatility dynamics in international real estate securities markets |
| description |
10.1007/s11146-008-9108-4 |
| author2 |
REAL ESTATE |
| author_facet |
REAL ESTATE Liow, K.H. Ho, K.H.D. Ibrahim, M.F. Chen, Z. |
| format |
Article |
| author |
Liow, K.H. Ho, K.H.D. Ibrahim, M.F. Chen, Z. |
| author_sort |
Liow, K.H. |
| title |
Correlation and volatility dynamics in international real estate securities markets |
| title_short |
Correlation and volatility dynamics in international real estate securities markets |
| title_full |
Correlation and volatility dynamics in international real estate securities markets |
| title_fullStr |
Correlation and volatility dynamics in international real estate securities markets |
| title_full_unstemmed |
Correlation and volatility dynamics in international real estate securities markets |
| title_sort |
correlation and volatility dynamics in international real estate securities markets |
| publishDate |
2013 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/46109 |
| _version_ |
1781411423765659648 |