//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Cointegration"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Fractional Co-Integration in D...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Cointegration
growth optimal portfolio
44
Theorie
23
Theory
23
benchmark approach
21
Australia
19
Immobilienmarkt
19
Real estate market
19
Australien
18
USA
18
United States
18
stochastic volatility
18
fair pricing
17
minimal market model
17
stability
17
Estimation
14
Großbritannien
13
Schätzung
13
United Kingdom
13
numeraire portfolio
13
Portfolio selection
12
Portfolio-Management
12
benchmark model
11
Aktienmarkt
10
Stock market
10
heterogeneous beliefs
10
American options
8
Capital income
8
Immobilienfonds
8
Kapitaleinkommen
8
Kointegration
8
Market integration
8
Marktintegration
8
Real estate fund
8
real world pricing
8
Börsenkurs
7
Monte Carlo simulation
7
Share price
7
free boundary problem
7
real-world pricing
7
more ...
less ...
Type of publication
All
Book / Working Paper
5
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
8
Author
All
Wilson, Patrick James
8
Zurbruegg, Ralf
5
Okunev, John
3
Gerlach, Richard
2
Stevenson, Simon
1
Institution
All
Centre for International Economic Studies
2
Published in...
All
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
3
Discussion paper / Centre for International Economic Studies, University of Adelaide
2
Journal of international money and finance
1
The journal of real estate finance and economics
1
The journal of real estate research
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long-term dependencies and long run non-periodic co-cycles : real estate and stock market
Wilson, Patrick James
;
Okunev, John
- In:
The journal of real estate research
18
(
1999
)
2
,
pp. 257-278
Persistent link: https://www.econbiz.de/10001487214
Saved in:
2
Fractional co-integration in domestic and international real estate and stock markets
Okunev, John
;
Wilson, Patrick James
-
1996
Persistent link: https://www.econbiz.de/10001493506
Saved in:
3
Unit root testing with known and unknown structural breaks in property and equity markets
Wilson, Patrick James
;
Okunev, John
-
1996
Persistent link: https://www.econbiz.de/10000985536
Saved in:
4
Trends and spectral response : an examination of the US realty market
Wilson, Patrick James
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001757370
Saved in:
5
Does it pay to diversify real estate assets? : A literary perspective
Wilson, Patrick James
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001757386
Saved in:
6
Structural breaks and diversification : the impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets
Wilson, Patrick James
;
Zurbruegg, Ralf
;
Gerlach, Richard
-
2002
Persistent link: https://www.econbiz.de/10001715485
Saved in:
7
Structural breaks and diversification : the impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets
Gerlach, Richard
;
Wilson, Patrick James
;
Zurbruegg, Ralf
- In:
Journal of international money and finance
25
(
2006
)
6
,
pp. 974-991
Persistent link: https://www.econbiz.de/10003377936
Saved in:
8
Foreign property shocks and the impact on domestic securitized real estate markets : an unobserved components approach
Wilson, Patrick James
;
Stevenson, Simon
;
Zurbruegg, Ralf
- In:
The journal of real estate finance and economics
34
(
2007
)
3
,
pp. 407-424
Persistent link: https://www.econbiz.de/10003491283
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->