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

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Summary:	10.1007/s11146-009-9200-4

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