Multiple regimes and volatility transmission in securitized real estate markets
10.1007/s11146-009-9200-4
Saved in:
Main Authors: | Liow, K.H., Chen, Z., Liu, J. |
---|---|
Other Authors: | REAL ESTATE |
Format: | Article |
Published: |
2013
|
Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/46194 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Regime switching in international securitized property markets
by: ZHU HAIHONG
Published: (2010) -
Volatility decomposition and correlation in international securitized real estate markets
by: Liow, K.H., et al.
Published: (2013) -
Long-term memory in volatility: Some evidence from international securitized real estate markets
by: Liow, K.H.
Published: (2013) -
Time-varying mean and volatility spillover in Asian securitized real estate markets
by: CHEN WEI
Published: (2011) -
Time series behavior of average dynamic conditional correlations in European real estate securities markets: An empirical exploration
by: Liow, K.H.
Published: (2013)