Asymmetric jump beta and continuous beta in Taiwan REIT market
Tsung-Li Chi, Sheng-Jung Li
| Year of publication: |
2024
|
|---|---|
| Authors: | Chi, Tsung-Li ; Li, Sheng-Jung |
| Published in: |
International journal of business and economics. - Taichung : Feng Chia University, ISSN 1607-0704, ZDB-ID 2573186-5. - Vol. 23.2024, 2, p. 113-135
|
| Subject: | Asset Price Volatility | REITs | Asymmetric Continuous Beta | Asymmetric Jump Beta | Betafaktor | Beta risk | CAPM | Immobilienfonds | Real estate fund | Taiwan | Volatilität | Volatility | Börsenkurs | Share price |
| 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://www.econbiz.de/10015162896