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~isPartOf:"The journal of real estate finance and economics"
~subject:"United States"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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The journal of real estate finance and economics
The journal of futures markets
29
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19
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Asymmetric correlation and volatility dynamics among stock, bond, and securitized real estate markets
Yang, Jian
;
Zhou, Yinggang
;
Leung, Wai Kin
- In:
The journal of real estate finance and economics
45
(
2012
)
2
,
pp. 491-521
Persistent link: https://www.econbiz.de/10009581731
Saved in:
2
Dynamic correlations among asset classes : REIT and stock returns
Case, Bradford
;
Yang, Yawei
;
Yildirim, Yildiray
- In:
The journal of real estate finance and economics
44
(
2012
)
3
,
pp. 298-318
Persistent link: https://www.econbiz.de/10009540820
Saved in:
3
Real-estate risk effects on financial institutions' stock return distribution : a bivariate GARCH analysis
Elyasiani, Elyas
;
Mansur, Iqbal
;
Wetmore, Jill L.
- In:
The journal of real estate finance and economics
40
(
2010
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10003947939
Saved in:
4
Conditional volatility of equity real estate investment trust returns : a pre- and post-1993 comparison
Jirasakuldech, Benjamas
;
Campbell, Robert D.
;
Emekter, Riza
- In:
The journal of real estate finance and economics
38
(
2009
)
2
,
pp. 137-154
Persistent link: https://www.econbiz.de/10003810925
Saved in:
5
Irreversibility, uncertainty and housing investment
Miles, William
- In:
The journal of real estate finance and economics
38
(
2009
)
2
,
pp. 173-182
Persistent link: https://www.econbiz.de/10003810934
Saved in:
6
Mortgage refinancing activity : an explanation [1990-2001]
Wetmore, Jill L.
;
Ndu, Chiaku
- In:
The journal of real estate finance and economics
33
(
2006
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10003333542
Saved in:
7
The US housing market : asset pricing forecasts using time varying coefficients
Guirguis, Hany S.
;
Giannikos, Christos
;
Anderson, Randy I.
- In:
The journal of real estate finance and economics
30
(
2005
)
1
,
pp. 33-53
Persistent link: https://www.econbiz.de/10002694049
Saved in:
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