Time series behavior of average dynamic conditional correlations in European real estate securities markets: An empirical exploration
10.1108/17539261111157280
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sg-nus-scholar.10635-462712024-11-09T03:32:31Z Time series behavior of average dynamic conditional correlations in European real estate securities markets: An empirical exploration Liow, K.H. REAL ESTATE Asymmetric dynamic conditional correlations Europe Long memory process Multiple regime changes Real estate Securities markets 10.1108/17539261111157280 Journal of European Real Estate Research 4 2 93-112 2013-10-14T05:12:18Z 2013-10-14T05:12:18Z 2011 Article Liow, K.H. (2011). Time series behavior of average dynamic conditional correlations in European real estate securities markets: An empirical exploration. Journal of European Real Estate Research 4 (2) : 93-112. ScholarBank@NUS Repository. https://doi.org/10.1108/17539261111157280 17539269 http://scholarbank.nus.edu.sg/handle/10635/46271 000214096400002 Scopus |
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National University of Singapore |
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NUS Library |
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Asia |
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Singapore Singapore |
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NUS Library |
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ScholarBank@NUS |
| topic |
Asymmetric dynamic conditional correlations Europe Long memory process Multiple regime changes Real estate Securities markets |
| spellingShingle |
Asymmetric dynamic conditional correlations Europe Long memory process Multiple regime changes Real estate Securities markets Liow, K.H. Time series behavior of average dynamic conditional correlations in European real estate securities markets: An empirical exploration |
| description |
10.1108/17539261111157280 |
| author2 |
REAL ESTATE |
| author_facet |
REAL ESTATE Liow, K.H. |
| format |
Article |
| author |
Liow, K.H. |
| author_sort |
Liow, K.H. |
| title |
Time series behavior of average dynamic conditional correlations in European real estate securities markets: An empirical exploration |
| title_short |
Time series behavior of average dynamic conditional correlations in European real estate securities markets: An empirical exploration |
| title_full |
Time series behavior of average dynamic conditional correlations in European real estate securities markets: An empirical exploration |
| title_fullStr |
Time series behavior of average dynamic conditional correlations in European real estate securities markets: An empirical exploration |
| title_full_unstemmed |
Time series behavior of average dynamic conditional correlations in European real estate securities markets: An empirical exploration |
| title_sort |
time series behavior of average dynamic conditional correlations in european real estate securities markets: an empirical exploration |
| publishDate |
2013 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/46271 |
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1821206691040985088 |