A Comparison of Alternative Forecast Models of REIT Volatility
| Year of publication: |
2011
|
|---|---|
| Authors: | Zhou, Jian ; Kang, Zhixin |
| Published in: |
The Journal of Real Estate Finance and Economics. - Springer. - Vol. 42.2011, 3, p. 275-294
|
| Publisher: |
Springer |
| Subject: | REIT volatility | Forecasting | Short-memory model | Long-memory model |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008926171