Conditional volatility of equity real estate investment trust returns : a pre- and post-1993 comparison
Benjamas Jirasakuldech; Robert D. Campbell; Riza Emekter
| Year of publication: |
2009
|
|---|---|
| Authors: | Jirasakuldech, Benjamas ; Campbell, Robert D. ; Emekter, Riza |
| Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 38.2009, 2, p. 137-154
|
| Subject: | Immobilienfonds | Real estate fund | Volatilität | Volatility | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | USA | United States | 1972-2006 |
| 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/10003810925