Co-skewness and co-kurtosis in global real estate securities
10.1080/09599910500453798
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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 |
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Co-kurtosis Co-skewness Higher-moment CAPM Risk premia Time-varying |
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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 |
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10.1080/09599910500453798 |
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REAL ESTATE |
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REAL ESTATE Liow, K.H. Chan, L.C.W.J. |
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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 |
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1821232967341572096 |