Low-Frequency volatility of real estate securities in relation to macroeconomic risk
Chyi Lin Lee; Simon Stevenson; Ming-Long Lee
| Year of publication: |
2015
|
|---|---|
| Authors: | Lee, Chyi Lin ; Stevenson, Simon ; Lee, Ming-Long |
| Publisher: |
Reading : School of Real Estate & Planning, Henley Business School, Univ. of Reading |
| Subject: | Real estate securities | Spline-GARCH | volatility | macroeconomic risk and international | Volatilität | Volatility | Risiko | Risk | Kapitaleinkommen | Capital income | Immobilienfonds | Real estate fund | Immobilien | Real estate | Welt | World | CAPM | Theorie | Theory |
| Extent: | Online-Ressource (42 S.) |
|---|---|
| Series: | Working papers in real estate & planning. - Reading, ZDB-ID 2631420-4. - Vol. 2015,02 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011295730