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Examining the stochastic behavior of REIT returns : evidence from the regime switching approach
Chen, Shyh-Wei; Shen, Chung-hua - In: Economic modelling 29 (2012) 2, pp. 291-298
Persistent link: https://www.econbiz.de/10009536014
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A high-frequency analysis of the interactions between REIT return and volatility
Zhou, Jian - In: Economic modelling 56 (2016), pp. 102-108
Persistent link: https://www.econbiz.de/10011646019
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Real estate investment : market volatility and optimal holding period under risk aversion
Amédée-Manesme, Charles-Olivier; Barthélémy, Fabrice; … - In: Economic modelling 58 (2016), pp. 543-555
Persistent link: https://www.econbiz.de/10011647530
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A specialised volatility index for the new GICS sector: real estate
Mi, Lin; Benson, Karen; Faff, Robert W. - In: Economic modelling 70 (2018), pp. 438-446
Persistent link: https://www.econbiz.de/10012027965
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Dynamic modelling of real estate investment trusts and stock markets
Lee, Chien-Chiang; Chien, Mei-Se; Lin, Tsoyu Calvin - In: Economic modelling 29 (2012) 2, pp. 395-407
Persistent link: https://www.econbiz.de/10009536806
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The nonlinear effects of expected and unexpected components of monetary policy on the dynamics of REIT returns
Chang, Kuang-liang - In: Economic modelling 28 (2011) 3, pp. 911-920
Persistent link: https://www.econbiz.de/10009271400
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Asymmetric dynamics in REIT prices : further evidence based on quantile regression analysis
Lee, Chien-Chiang; Lee, Cheng-Feng; Lee, Chi-Chuan - In: Economic modelling 42 (2014), pp. 29-37
Persistent link: https://www.econbiz.de/10010478286
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Price and volatility dynamics between securitized real estate spot and futures markets
Shi, Jing; Xu, Pisun - In: Economic modelling 35 (2013), pp. 582-592
Persistent link: https://www.econbiz.de/10010336748
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A range-based volatility approach to measuring volatility contagion in securitized real estate markets
Anderson, Randy I.; Chen, Yi-Chi; Wang, Li-Min - In: Economic modelling 45 (2015), pp. 223-235
Persistent link: https://www.econbiz.de/10011334089
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Linear and non-linear transmission of equity ruturn volatility : evidence from the US, Japan and Australia
Brooks, Chris; Henry, Ólan Thomas John - In: Economic modelling 17 (2000) 4, pp. 497-513
Persistent link: https://www.econbiz.de/10001533881