An examination of the REIT return-implied volatility relation : a frequency domain approach
Emmanuel Anoruo, Vasudeva N.R. Murthy
| Year of publication: |
July 2017
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|---|---|
| Authors: | Anoruo, Emmanuel ; Murthy, Vasudeva N. R. |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 41.2017, 3, p. 581-594
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| Subject: | REITS | Implied volatility | Frequency domain causality | VIX | Volatilität | Volatility | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-016-9378-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011802168