A specialised volatility index for the new GICS sector: real estate
Lin Mi, Karen Benson, Robert Faff
| Year of publication: |
2018
|
|---|---|
| Authors: | Mi, Lin ; Benson, Karen ; Faff, Robert W. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 70.2018, p. 438-446
|
| Subject: | Economic significance | Fear gauge | REITs | State preference approach | Volatility index | Volatilität | Volatility | Index | Index number | Immobilienfonds | Real estate fund | Indexberechnung | Index construction | Immobilienwirtschaft | Real estate industry | Immobilienmarkt | Real estate market | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.08.025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012027965