Co-skewness and co-kurtosis in global real estate securities

10.1080/09599910500453798

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Main Authors: Liow, K.H., Chan, L.C.W.J.
Other Authors: REAL ESTATE
Format: Article
Published: 2013
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/46110
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-461102024-11-09T03:32:32Z Co-skewness and co-kurtosis in global real estate securities Liow, K.H. Chan, L.C.W.J. REAL ESTATE Co-kurtosis Co-skewness Higher-moment CAPM Risk premia Time-varying 10.1080/09599910500453798 Journal of Property Research 22 2-3 163-203 2013-10-14T05:08:07Z 2013-10-14T05:08:07Z 2005 Article Liow, K.H., Chan, L.C.W.J. (2005). Co-skewness and co-kurtosis in global real estate securities. Journal of Property Research 22 (2-3) : 163-203. ScholarBank@NUS Repository. https://doi.org/10.1080/09599910500453798 09599916 http://scholarbank.nus.edu.sg/handle/10635/46110 000415460000006 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Co-kurtosis
Co-skewness
Higher-moment CAPM
Risk premia
Time-varying
spellingShingle Co-kurtosis
Co-skewness
Higher-moment CAPM
Risk premia
Time-varying
Liow, K.H.
Chan, L.C.W.J.
Co-skewness and co-kurtosis in global real estate securities
description 10.1080/09599910500453798
author2 REAL ESTATE
author_facet REAL ESTATE
Liow, K.H.
Chan, L.C.W.J.
format Article
author Liow, K.H.
Chan, L.C.W.J.
author_sort Liow, K.H.
title Co-skewness and co-kurtosis in global real estate securities
title_short Co-skewness and co-kurtosis in global real estate securities
title_full Co-skewness and co-kurtosis in global real estate securities
title_fullStr Co-skewness and co-kurtosis in global real estate securities
title_full_unstemmed Co-skewness and co-kurtosis in global real estate securities
title_sort co-skewness and co-kurtosis in global real estate securities
publishDate 2013
url http://scholarbank.nus.edu.sg/handle/10635/46110
_version_ 1821232967341572096