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  • Search: subject:"DCC IGARCH(1"
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Subject
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Real estate 2 Share market returns 2 Time-varying conditional correlations 2 1) model 1 ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Capital income 1 Correlation 1 DCC IGARCH (1,1) model 1 DCC IGARCH(1 1 Immobilien 1 Immobilienfonds 1 Kapitaleinkommen 1 Korrelation 1 Real estate fund 1 Stock market 1
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Undetermined 1
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
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Sriananthakumar, Sivagowry 2 Heaney, Richard 1 Heaney, Richard A. 1
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Journal of Empirical Finance 1 Journal of empirical finance 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Time-varying correlation between stock market returns and real estate returns
Heaney, Richard; Sriananthakumar, Sivagowry - In: Journal of Empirical Finance 19 (2012) 4, pp. 583-594
Direct investment in commercial or residential real estate is found to provide valuable diversification benefits for Australian investors though this is not so evident for indirect real estate investment vehicles like listed Australian real estate investment trusts (A-REIT). Further,...
Persistent link: https://www.econbiz.de/10010942992
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Cover Image
Time-varying correlation between stock market returns and real estate returns
Heaney, Richard A.; Sriananthakumar, Sivagowry - In: Journal of empirical finance 19 (2012) 4, pp. 583-594
Persistent link: https://www.econbiz.de/10009615660
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