How the real estate indexes have performed during the COVID-19 crisis? : multifractal analysis revisited with wavelet
Ons Zaouga and Nadia Loukil
| Year of publication: |
2024
|
|---|---|
| Authors: | Zaouga, Ons ; Loukil, Nadia |
| Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 19.2024, 11, p. 3768-3800
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| Subject: | Stylized facts | Volatility clustering | Heavy tails | Long-term dependence | Multifractality | Real estate indexes | Conventional | Islamic | COVID-19 | MF-DFA | WTMM | Volatilität | Volatility | Coronavirus | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Immobilienfonds | Real estate fund | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJOEM-03-2022-0383 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015393703