Volatility decomposition and correlation in international securitized real estate markets

10.1007/s11146-008-9131-5

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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
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-46283
record_format	dspace
spelling	sg-nus-scholar.10635-462832023-10-26T08:07:34Z Volatility decomposition and correlation in international securitized real estate markets Liow, K.H. Ibrahim, M.F. REAL ESTATE Component-GARCH model Correlation Permanent volatility Securitized real estate markets Transitory volatility 10.1007/s11146-008-9131-5 Journal of Real Estate Finance and Economics 40 2 221-243 2013-10-14T05:12:37Z 2013-10-14T05:12:37Z 2010 Article Liow, K.H., Ibrahim, M.F. (2010). Volatility decomposition and correlation in international securitized real estate markets. Journal of Real Estate Finance and Economics 40 (2) : 221-243. ScholarBank@NUS Repository. https://doi.org/10.1007/s11146-008-9131-5 08955638 http://scholarbank.nus.edu.sg/handle/10635/46283 000274043500006 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Component-GARCH model Correlation Permanent volatility Securitized real estate markets Transitory volatility
spellingShingle	Component-GARCH model Correlation Permanent volatility Securitized real estate markets Transitory volatility Liow, K.H. Ibrahim, M.F. Volatility decomposition and correlation in international securitized real estate markets
description	10.1007/s11146-008-9131-5
author2	REAL ESTATE
author_facet	REAL ESTATE Liow, K.H. Ibrahim, M.F.
format	Article
author	Liow, K.H. Ibrahim, M.F.
author_sort	Liow, K.H.
title	Volatility decomposition and correlation in international securitized real estate markets
title_short	Volatility decomposition and correlation in international securitized real estate markets
title_full	Volatility decomposition and correlation in international securitized real estate markets
title_fullStr	Volatility decomposition and correlation in international securitized real estate markets
title_full_unstemmed	Volatility decomposition and correlation in international securitized real estate markets
title_sort	volatility decomposition and correlation in international securitized real estate markets
publishDate	2013
url	http://scholarbank.nus.edu.sg/handle/10635/46283
_version_	1781411444775976960

Volatility decomposition and correlation in international securitized real estate markets

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