Facts or fates of investors' losses during crises? : evidence from REIT-stock volatility and tail dependence structures
MeiChi Huang, Chih-Chiang Wu, Shih-Min Liu, Chang-Che Wu
| Year of publication: |
March 2016
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| Authors: | Huang, MeiChi ; Wu, Chih-Chiang ; Liu, Shih-Min ; Wu, Chang-Che |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 42.2016, p. 54-71
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| Subject: | Tail dependence | REIT (real estate investment trust) | Copula | Range-based volatility | Asset bust | Volatilität | Volatility | Immobilienfonds | Real estate fund | Multivariate Verteilung | Multivariate distribution | Kapitaleinkommen | Capital income | Finanzkrise | Financial crisis | Anlageverhalten | Behavioural finance | Statistische Verteilung | Statistical distribution | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2015.10.046 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011625055