Dynamic correlations among asset classes : REIT and stock returns
Year of publication: |
2012
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Authors: | Case, Bradford ; Yang, Yawei ; Yildirim, Yildiray |
Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 44.2012, 3, p. 298-318
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Subject: | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Zweitlisting | Dual listing | USA | United States | 1972-2008 |
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