Dynamic Correlations Among Asset Classes: REIT and Stock Returns
| Year of publication: |
2012
|
|---|---|
| Authors: | Case, Bradford ; Yang, Yawei ; Yildirim, Yildiray |
| Published in: |
The Journal of Real Estate Finance and Economics. - Springer. - Vol. 44.2012, 3, p. 298-318
|
| Publisher: |
Springer |
| Subject: | DCC-GARCH | REITs | Correlation | Volatility | Portfolio optimization | Asset allocation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010866974