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

id	sg-nus-scholar.10635-46194
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spelling	sg-nus-scholar.10635-461942023-10-29T20:13:26Z Multiple regimes and volatility transmission in securitized real estate markets Liow, K.H. Chen, Z. Liu, J. REAL ESTATE Conditional volatility Dynamic risk-minimizing hedge ratio Multiple structural breaks Multivariate regime-dependent asymmetric dynamic covariance model Securitized real estate markets 10.1007/s11146-009-9200-4 Journal of Real Estate Finance and Economics 42 3 295-328 2013-10-14T05:10:17Z 2013-10-14T05:10:17Z 2011 Article Liow, K.H., Chen, Z., Liu, J. (2011). Multiple regimes and volatility transmission in securitized real estate markets. Journal of Real Estate Finance and Economics 42 (3) : 295-328. ScholarBank@NUS Repository. https://doi.org/10.1007/s11146-009-9200-4 08955638 http://scholarbank.nus.edu.sg/handle/10635/46194 000288801100003 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Conditional volatility Dynamic risk-minimizing hedge ratio Multiple structural breaks Multivariate regime-dependent asymmetric dynamic covariance model Securitized real estate markets
spellingShingle	Conditional volatility Dynamic risk-minimizing hedge ratio Multiple structural breaks Multivariate regime-dependent asymmetric dynamic covariance model Securitized real estate markets Liow, K.H. Chen, Z. Liu, J. Multiple regimes and volatility transmission in securitized real estate markets
description	10.1007/s11146-009-9200-4
author2	REAL ESTATE
author_facet	REAL ESTATE Liow, K.H. Chen, Z. Liu, J.
format	Article
author	Liow, K.H. Chen, Z. Liu, J.
author_sort	Liow, K.H.
title	Multiple regimes and volatility transmission in securitized real estate markets
title_short	Multiple regimes and volatility transmission in securitized real estate markets
title_full	Multiple regimes and volatility transmission in securitized real estate markets
title_fullStr	Multiple regimes and volatility transmission in securitized real estate markets
title_full_unstemmed	Multiple regimes and volatility transmission in securitized real estate markets
title_sort	multiple regimes and volatility transmission in securitized real estate markets
publishDate	2013
url	http://scholarbank.nus.edu.sg/handle/10635/46194
_version_	1781411433759637504

Multiple regimes and volatility transmission in securitized real estate markets

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