Long-term memory in volatility: Some evidence from international securitized real estate markets

10.1007/s11146-008-9120-8

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Bibliographic Details
Main Author:	Liow, K.H.
Other Authors:	REAL ESTATE
Format:	Article
Published:	2013
Subjects:	Conditional variance Fractional differencing Long memory volatility Market efficiency Securitized real estate markets
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/46184
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Institution:	National University of Singapore

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spelling	sg-nus-scholar.10635-461842023-10-25T20:30:25Z Long-term memory in volatility: Some evidence from international securitized real estate markets Liow, K.H. REAL ESTATE Conditional variance Fractional differencing Long memory volatility Market efficiency Securitized real estate markets 10.1007/s11146-008-9120-8 Journal of Real Estate Finance and Economics 39 4 415-438 2013-10-14T05:10:01Z 2013-10-14T05:10:01Z 2009 Article Liow, K.H. (2009). Long-term memory in volatility: Some evidence from international securitized real estate markets. Journal of Real Estate Finance and Economics 39 (4) : 415-438. ScholarBank@NUS Repository. https://doi.org/10.1007/s11146-008-9120-8 08955638 http://scholarbank.nus.edu.sg/handle/10635/46184 000271274800003 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Conditional variance Fractional differencing Long memory volatility Market efficiency Securitized real estate markets
spellingShingle	Conditional variance Fractional differencing Long memory volatility Market efficiency Securitized real estate markets Liow, K.H. Long-term memory in volatility: Some evidence from international securitized real estate markets
description	10.1007/s11146-008-9120-8
author2	REAL ESTATE
author_facet	REAL ESTATE Liow, K.H.
format	Article
author	Liow, K.H.
author_sort	Liow, K.H.
title	Long-term memory in volatility: Some evidence from international securitized real estate markets
title_short	Long-term memory in volatility: Some evidence from international securitized real estate markets
title_full	Long-term memory in volatility: Some evidence from international securitized real estate markets
title_fullStr	Long-term memory in volatility: Some evidence from international securitized real estate markets
title_full_unstemmed	Long-term memory in volatility: Some evidence from international securitized real estate markets
title_sort	long-term memory in volatility: some evidence from international securitized real estate markets
publishDate	2013
url	http://scholarbank.nus.edu.sg/handle/10635/46184
_version_	1781411432156364800

Long-term memory in volatility: Some evidence from international securitized real estate markets

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