Including more information content to enhance the value at risk estimation for real estate investment trusts
Jin-Ray Lu, Chiang-Chang Hwang, Yi-Chun Chen & Chu-Ting Wen
| Year of publication: |
2013
|
|---|---|
| Authors: | Lu, Jin-ray ; Hwang, Chiang-chang ; Chen, Yi-chun ; Wen, Chu-ting |
| Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 4.2013, 3, p. 25-34
|
| Subject: | REITs | VaR | composite method | higher moments | Immobilienfonds | Real estate fund | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | Schätzung | Estimation | ARCH-Modell | ARCH model | Informationswert | Information value |
| 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/10010205099