Multiple regimes and volatility transmission in securitized real estate markets

Multiple regimes and volatility transmission in securitized real estate markets

10.1007/s11146-009-9200-4

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Bibliographic Details
Main Authors: Liow, K.H., Chen, Z., Liu, J.
Other Authors: REAL ESTATE
Format: Article
Published: 2013
Subjects:
Conditional volatility
Dynamic risk-minimizing hedge ratio
Multiple structural breaks
Multivariate regime-dependent asymmetric dynamic covariance model
Securitized real estate markets
Online Access:http://scholarbank.nus.edu.sg/handle/10635/46194
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/46194

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