Correlation and volatility dynamics in REIT returns : performance and portfolio considerations
Peng Fei, Letian Ding, and Yongheng Deng
| Year of publication: |
2010
|
|---|---|
| Authors: | Fei, Peng ; Ding, Letian ; Deng, Yongheng |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 36.2009/10, 2, p. 113-125
|
| Subject: | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading | Konjunktur | Business cycle | ARCH-Modell | ARCH model | USA | United States | 1987-2008 |
| 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://www.econbiz.de/10003967210