Volatility decomposition and correlation in international securitized real estate markets

Volatility decomposition and correlation in international securitized real estate markets

10.1007/s11146-008-9131-5

Saved in:
Bibliographic Details
Main Authors: Liow, K.H., Ibrahim, M.F.
Other Authors: REAL ESTATE
Format: Article
Published: 2013
Subjects:
Component-GARCH model
Correlation
Permanent volatility
Securitized real estate markets
Transitory volatility
Online Access:http://scholarbank.nus.edu.sg/handle/10635/46283
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
Description
Summary:10.1007/s11146-008-9131-5

Similar Items