Asymmetric dynamics in REIT prices : further evidence based on quantile regression analysis
Chien-Chiang Lee; Cheng-Feng Lee; Chi-Chuan Lee
| Year of publication: |
2014
|
|---|---|
| Authors: | Lee, Chien-Chiang ; Lee, Cheng-Feng ; Lee, Chi-Chuan |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 42.2014, p. 29-37
|
| Subject: | REIT | Mean reversion | Quantile regression | Random walk | Unit-root test | Immobilienfonds | Real estate fund | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Random Walk | Einheitswurzeltest | Unit root test | Börsenkurs | Share price | Mean Reversion | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010478286