Volatility analysis of REITs : empirical evidence for the EU peripheral countries
Kyriaki Begiazi, Dimitrios Asteriou
| Year of publication: |
2015
|
|---|---|
| Authors: | Begiazi, Kyriaki ; Asteriou, Dimitrios |
| Published in: |
International journal of banking, accounting and finance. - Genève : Inderscience Enterprises Ltd., ISSN 1755-3830, ZDB-ID 2458820-9. - Vol. 6.2015, 2, p. 87-98
|
| Subject: | real estate investment trusts | REIT | generalised autoregressive conditional heteroskedasticity | GARCH | asymmetry | returns | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Volatilität | Volatility | Schätzung | Estimation |
| 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/10011607417